Handbook of Econometrics

Handbook of Econometrics

1st Edition - November 1, 1984

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  • Editors: Z. Griliches, M.D. Intriligator
  • Hardcover ISBN: 9780444861863

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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

Table of 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).

Product details

  • No. of pages: 716
  • Language: English
  • Copyright: © North Holland 1984
  • Published: November 1, 1984
  • Imprint: North Holland
  • Hardcover ISBN: 9780444861863

About the Editors

Z. Griliches

Affiliations and Expertise

Harvard University, Cambridge, MA, USA

M.D. Intriligator

Affiliations and Expertise

University of California, Los Angeles, CA, USA

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