Handbook of Econometrics

Edited by

  • Michael Intriligator, University of California, Los Angeles, CA, USA
  • Z. Griliches, Harvard University, Cambridge, MA, USA

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 http://www.elsevier.nl/locate/hes
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Book information

  • Published: June 1986
  • Imprint: NORTH-HOLLAND
  • ISBN: 978-0-444-86187-0


.... the overwhelming impression is that every chapter is worth reading and some are simply superb.
The Economic Journal

All three volumes in this series include an impressive range of topics and a prestigious list of contributions.
Paul G. Chapman, Journal of the Royal Statistical Society
Most economists will find the Volume III surveys to be closer to issues of concern to them, and specialists outside econometrics will learn much about the topics of major current interest in econometrics and the existing approaches to them.
Esfandiar Maasoumi, Mathematical Reviews

Table of Contents

Special Topics in Econometrics. Economic data issues (Z. Griliches). Functional forms in econometric model building (L.J. Lau). Limited dependent variables (P.J. Dhrymes). Disequilibrium, self-selection and switching models (G.S. Maddala). Econometric analysis of longitudinal data (J. Heckman and B. Singer). Selected Applications and the Uses of Econometrics. Demand analysis (A. Deaton). Econometric methods for modeling producer behavior (D.W. Jorgenson). Labor econometrics (J.J. Heckman and T.E. MaCurdy). Evaluating the predictive accuracy of models (R.C. Fair). New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations (J.B. Taylor). Economic policy formation: Theory and implementation (Applied econometrics in the public sector) (L.R. Klein).