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 | HANDBOOK OF ECONOMETRICS, 1
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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
Mathematical and Statistical Methods in Econometrics.
Linear algebra and matrix methods in econometrics (H. Theil). Statistical
theory and econometrics (A. Zellner).
Econometric Models.
Economic and econometric models (M.D. Intriligator). Identification
(C. Hsiao). Model choice and specification analysis (E.E. Leamer).
Estimation and Computation.
Non-linear regression models (T.
Amemiya). Specification and estimation of simultaneous equation models (J.A. Hausman). Exact small sample theory in the simultaneous
equations model (P.C.B. Philipps). Bayesian analysis of simultaneous equation systems (J.H. Drèze, J.-F. Richard). Biased estimation
(G.G. Judge, M.E. Bock). Estimation for dirty data and flawed models (W.S. Krasker, E. Kuh and R.E. Welsch). Compuational problems and
methods (R.E. Quandt).
| Bibliographic details |
Hardbound, 804 pages, publication date: NOV-1983
ISBN-13: 978-0-444-86185-6
ISBN-10: 0-444-86185-8
Imprint: NORTH-HOLLAND
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| Price and Ordering |
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Last update: 26 Sep 2008
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