Handbook of Econometrics - 1st Edition - ISBN: 9780444823403, 9780080524795

Handbook of Econometrics, Volume 5

1st Edition

Editors: J.J. Heckman Edward Leamer
eBook ISBN: 9780080524795
Hardcover ISBN: 9780444823403
Imprint: North Holland
Published Date: 22nd November 2001
Page Count: 740
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Table of Contents

Part 11: New developments in theoretical econometrics. 52. The bootstrap (J. Horowitz). 53. Panel data models: some recent developments (M. Arellano, B. Honoré). 54. Interactions-based models (W.A. Brock, S.N. Durlauf). 55. Duration models: specification, identification, and multiple durations (G.J. van den Berg). Part 12: Computational methods in econometrics. 56. Computational intensive methods for integration in econometrics (J. Geweke, M. Keane). 57. Markov chain Monte Carlo methods: computation and inference (S. Chib). Part 13: Applied econometrics. 58. Calibration (C. Dawkins, T.N. Srinivasan, J. Whalley). 59. Measurement error in survey data (J. Bound, C. Brown, N. Mathiowetz).


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:
740
Language:
English
Copyright:
© North Holland 2001
Published:
Imprint:
North Holland
eBook ISBN:
9780080524795
Hardcover ISBN:
9780444823403

Reviews

@from:J.J. Heckman, E. Leamer @qu:...This fifth volume of the "Handbook of Econometrics" is concerned with new developments in theoretical econometrics. ...The primary objective of the volume is to collate in one place a body of research tools useful in applied econometrics and in empirical research in economics. @source:Zentralblatt fur Mathematik, 986/2002 @qu:...Eight papers bring together a body of research tools useful in applied econometrics and in empirical research in economics. @source:Journal of Economic Literature, 2002


About the Editors

J.J. Heckman Editor

Affiliations and Expertise

University of Chicago, Chicago, IL, USA

Edward Leamer Editor

Edward Leamer is the Chauncey J. Medberry Professor of Management, Professor of Economics and Professor of Statistics at UCLA. He received a B.A. degree in mathematics from Princeton University and a Ph.D. degree in economics and an M.A. degree in mathematics from the University of Michigan. After serving as Assistant and Associate Professor at Harvard University he joined the University of California at Los Angeles in 1975 as Professor of Economics and served as Chair from 1983 to 1987. In 1990 he moved to the Anderson Graduate School of Management and was appointed to the Chauncey J. Medberry Chair. Professor Leamer is a Fellow of the American Academy of Arts and Sciences, and a Fellow of the Econometric Society. He is a Research Associate of the National Bureau of Economic Research and a visiting scholar at the International Monetary Fund and the Board of Governors of the Federal Reserve System. He is currently serving as the Director of the UCLA Anderson Forecast.

Dr. Leamer has published over 100 articles and 4 books . This research has been supported by continuous grants for over 25 years from the National Science Foundation, the Sloan Foundation and the Russell Sage Foundation. His research papers in econometrics have been collected in Sturdy Econometrics, published in the Edward Elgar Series of Economists of the 20th Century. His research in international economics and econometric methodology has been discussed in a chapter written by Herman Leonard and Keith Maskus in New Horizons in Economic Thought: Appraisals of Leading Economists.

Recent research interests of Professor Leamer include the North American Free Trade Agreement, the dismantling of the Swedish welfare state, the economic integration of Eastern Europe, Taiwan and the Mainland, and the impact of globalization on the U.S. economy.

Affiliations and Expertise

University of California, Los Angeles, CA, USA