1. Home
  2. Books & Journals
  3. Economics, Econometrics and Finance
  4. Economics and Econometrics
  5. Economics, Econometrics
  6. Handbook of Econometrics
Handbook of Econometrics - 1st Edition - ISBN: 9780444861863, 9780080933627

Handbook of Econometrics, Volume 2

1st Edition

Editors: Z. Griliches M.D. Intriligator
eBook ISBN: 9780080933627
Hardcover ISBN: 9780444861863
Imprint: North Holland
Published Date: 1st November 1984
Page Count: 716
Tax/VAT will be calculated at check-out
30% off
30% off
30% off
30% off
30% off
20% off
20% off
30% off
30% off
30% off
30% off
30% off
20% off
20% off
30% off
30% off
30% off
30% off
30% off
20% off
20% off
25% off
25% off
25% off
25% off
25% off
20% off
20% off
30% off
30% off
30% off
30% off
30% off
20% off
20% off
In Stock
In Stock
In Stock
Sorry, this product is currently out of stock.
Sorry, we aren’t shipping this product to your region at this time.
177.27
124.09
124.09
124.09
124.09
124.09
141.82
141.82
124.00
86.80
86.80
86.80
86.80
86.80
99.20
99.20
100.00
70.00
70.00
70.00
70.00
70.00
80.00
80.00
15700.00
11775.00
11775.00
11775.00
11775.00
11775.00
12560.00
12560.00
165.00
115.50
115.50
115.50
115.50
115.50
132.00
132.00
Unavailable

Institutional Access

Support Center

Secure Checkout

Personal information is secured with SSL technology.

Free Shipping

Free global shipping
No minimum order.

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).

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

Details

No. of pages:
716
Language:
English
Copyright:
© North Holland 1984
Published:
Imprint:
North Holland
eBook ISBN:
9780080933627
Hardcover ISBN:
9780444861863

Reviews

@from:Phoebus J. Dhrymes @qu:... this volume is an extremely useful addition to the literature of econometrics and an invaluable reference for the academic or practicing econometrician. @source:International Journal of Forecasting @from:M.R. Wickens @qu:I enjoyed reading this volume and profited from doing so. Most chapters attain a rearkably high standard. @source:The Economic Journal

About the Editors

Z. Griliches Editor

Affiliations and Expertise

Harvard University, Cambridge, MA, USA

M.D. Intriligator Editor

Affiliations and Expertise

University of California, Los Angeles, CA, USA

Request Quote

Tax Exemption

We cannot process tax exempt orders online. If you wish to place a tax exempt order please contact us.