 |
 |
 | HANDBOOK OF ECONOMETRICS, 2
|  |
 |  |  |
 |
 |
To order this title, and for more information, click here
Edited By
Z. Griliches, Harvard University, Cambridge, MA, USA
M.D. Intriligator, University of California, Los Angeles, CA, USA
Included in series
Handbooks in Economics,
Description
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
Contents
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).
| Bibliographic details |
Hardbound, 716 pages, publication date: NOV-1984
ISBN-13: 978-0-444-86186-3
ISBN-10: 0-444-86186-6
Imprint: NORTH-HOLLAND
|
| Price and Ordering |
Price:
EUR 115 USD 140 GBP 80
|  |
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
|
See also information about conditions of sale & ordering procedures, and links to our regional sales offices.
|
081/860
Last update: 8 Nov 2008
|
 |
|  |
 |  |  |
 |
|
|  |