Advances in Econometrics and Quantitative Economics: Essays in Honor of Professor C.R. Rao (Edited with G.S. Maddala and T.N. Srinivasan), Basil Blackwell, 1995.
Models, Methods and Applications of Econometrics: Essays in Honor of A.R. Bergstrom (Editor), Basil Blackwell, 1993.
Exercises in Econometrics, Volumes I and II (with M.R. Wickens), Ballinger & Philip Allan, 1978.