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Acknowledgments1

Introduction1

PartⅠ Econometrics3

1. Tests of Equality between Sets of Coefficients in Two Linear Regressions,Econometrica,28:591-605,19603

2. The Selection of Variates for Use in Prediction:A Generalization of Hotelling s Solution,in L.Klein, M.Nerlove,and S.C.Tsiang,eds.,Quantitative Economics and Development,New York:Academic Press,105-114,198018

3. A Comparison of Alternative Estimators for Simultaneous Equations, Econometrica,32:532-553,196428

4. A Theorem on Least Squares and Vector Correlation in Multivariate Linear Regression,Journal of the American Statistical Association, 61:413-414, 196650

5. An Alternative Proof of Hannan s Theorem on Canonical Correlation and Multiple Equation Systems, Econometrica, 35:139-142, 196752

6. Two Methods of Computing Full-Information Maximum Likelihood Estimates in Simultaneous Stochastic Equations, International Economic Review, 9:100-112, 196857

7. Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (co-authored with An-loh Lin), Review of Economics and Statistics, LIII:372-375, 197170

8. On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems, Review of Economics and Statistics, 55(1):104-109, 197374

9. A Family of Estimators for Simultaneous Equation Systems, International Economic Review, 15:654-666,197480

10. Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals (co-authored with R.C.Fair), Annals of Economic and Social Measurement, 4: 17-28, 197393

11. Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods, Econometrica, 41: 109-118, 1973105

12. A Note on the Derivation of Theil s BLUS Residuals, Econometrica, 44(3):609-610, 1976116

13. Best Linear Unbiased Estimation of Missing Observations in an Economic Time Series (co-authored with An-loh Lin), Journal of the American Statistical Association, 71: 719-721, 1976118

14. A Comparison of the Information and Posterior Probability Criteria for Model Selection, Journal of Econometrics, 16: 21-33, 1981121

15. Selection of Econometric Models by the Information Criterion, in G.E.Charatsis, ed., Proceedings of the Econometric Society European Meeting 1979, Amsterdam: North-Holland Publishing Company, 199-214, 1981134

16. Evaluation of Econometric Models by Decomposition and Aggregation, in J.Kmenta and J.B.Ramsey, eds., Large-Scale Macro-Econometric Models: Theory and Practice, Amsterdam: North-Holland Publishing Company, 423-444, 1981150

17. Random and Changing Coefficient Models,in Z. Griliches and M.D.Intriligator, eds., Handbook of Econometrics, Volume II, chapter 21, Amsterdam:Elsevier Science Publishers BV, 1213-1245, 1984172

18. Maximum-Likelihood Estimation of Misspecified Models, Economic Modelling, 1:134-138, 1984205

19. A Two-Step Procedure for Estimating Linear Simultaneous Equations with Unit Roots, Review of Economics and Statistics, 75(1):107-111,1993210

Ⅱ.1. Demand for Durable Gods218

20. Statistical Demand Functions for Automobiles and Their Use for Forecasting, in A.C. Harberger, ed., The Demand for Durable Goods, University of Chicago Press, 149-178, 1960218

PartⅡ US Economy218

21. Technological Change and the Demand for Computers, American Economic Review, 57(5):1117-1130, 1967248

Ⅱ.2. Business Cycles263

22. Multiplier, Accelerator, and Liquidity Preference in the Determination of National Income in the United States, Review of Economics and Statistics, XLIX:1-15, 1967. Also in M.G. Mueller, ed., Readings in Macroeconomics, New York: Holt,263

23. Nature of Business Cycles Implicit in a Linear Economic Model (co-authored with R.E.Levitan), Quarterly Journal of Economics, LXXXIII:504- 517, 1969278

24. An Econometric Defintion of the Inflation-Unemployment Tradeoff (co-authored with S.Bernstein Megdal), American Economic Review, 68(3): 446-453, 1978292

25. How the Basic RBC Model Fails to Explain US Time Series(with Yum K.Kwan), Journal of Monetary Economics, 41:301-318, 1998300

Ⅱ.3. Money319

26. On the Long-Run and Short-Run Demand for Money, Journal of Political Economy, 74(2):111-131, 1966319

27. Long-Run and Short-Run Demand for Money:Reply and Further Note,Journal of Political Economy, 76(6): 1240-1243, 1968340

28. Reply: A Note on the Estimation of Long-Run Relationships in Stock Adjustment Models, Journal of Political Economy, 77(6):932-936, 1969344

29. S.C.Tsiangs Finance Constraint in a Dynamic Model of Money and Interest, in Tzong-shian Yu and Joseph S.Lee, ed., S.C. Tsiang: His Contribution to Economic Theory, Chung-Hua Institution for Economic Research, 83-98, 1995349

30. The Formation of Stock Prices, Econometrica, 26: 604-605, 1958365

Ⅱ.4. Stock Markets365

31. Rational versus Adaptive Expectations in Present Value Models, Review of Economics and Statistics, 71:376-384, 1989368

PartⅢ Chinese Economy379

32. Outline of an Econometric Model for Chinese Economic Planning, Journal of Economic Dynamics and Control, 4:171-190, 1982379

33. A Model of Chinese National Income Determination, Journal of Political Economy, 93:782-792, 1985399

34. Money and Price Level Determination in China, Journal of Comparative Economics, 11:319-333,1987410

35. Capitial Formation and Economic Growth in China, Quarterly Journal of Economics, CVIII:809-842, 1993425

36. Estimating Economic Effects of Political Movements in China, Journal of Comparative Economics, 23:192-208, 1996459

37. Rates of Return to Schooling in China, Pacific Economic Review, 2(2):101-113, 1997476

38. Challenges of China s Economic System for Economic Theory, American Economic Review, 87(2):321-327, 1997489

39. Rational Expectations is not Generally Valid for Econometric Models: Evidence from Stock Market Data, Pacific Economic Review, 2(3):149-163, 1997496

40. Shanghai Stock Prices as Determined by the Present-Value Model, Journal of Comparative Economics, 27:553-561, 1999511