Handbook of Econometrics

Herausgeber: Griliches, Z.; Intriligator, Michael D

• Broschiertes Buch

Produktbeschreibung

The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses. For more information on the Handbooks in Economics series, please see our home page on

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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Elsevier Science
• Seitenzahl: 716
• Erscheinungstermin: 27. Dezember 1984
• Englisch
• ISBN-13: 9781493302581
• ISBN-10: 1493302582
• Artikelnr.: 41639853

Inhaltsangabe

Testing. Wald, likelihood ratio and Lagrange multiplier tests in
econometrics (R.F. Engle). Multiple hypothesis testing (N.E. Savin).
Approximating the distributions of economic estimators and test statistics
(T. Rothenberg). Monte Carlo experimental in econometrics (D.F. Hendry).
Time Series Topics. Time series and spectral methods in econometrics
(C.W.J. Granger, M.W. Watson). Dynamic specification (D.F. Hendry, A.R.
Pagan and J. Denis Sargan). Inference and causality in economic time series
models (J. Geweke). Continuous time stochastic models and issues of
aggregation over time (A.R. Bergstrom). Random and changing coefficient
models (G.C. Chow). Panel data (G. Chamberlain). Special Topics in
Econometrics - 1. Latent variable models in econometrics (D.J. Aigner et
al.). Econometric analysis of qualitative response models (D. McFadden).