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HANDBOOK OF ECONOMETRICS, 2
Handbook of Econometrics, 2To 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 External link 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 & ordering Information
Hardbound, 716 pages, publication date: NOV-1984
ISBN-13: 978-0-444-86186-3
ISBN-10: 0-444-86186-6
Imprint: NORTH-HOLLAND
Price: Order form
USD 140
EUR 115
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.

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Last update: 23 Jul 2008
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