Handbook of Econometrics

Handbook of Econometrics

1st Edition - November 1, 1983
There is a Newer Edition Available
  • Editors: M.D. Intriligator, Z. Griliches
  • Hardcover ISBN: 9780444861856

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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

Table of 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).

Product details

  • No. of pages: 800
  • Language: English
  • Copyright: © North Holland 1983
  • Published: November 1, 1983
  • Imprint: North Holland
  • Hardcover ISBN: 9780444861856

About the Editors

M.D. Intriligator

Affiliations and Expertise

University of California, Los Angeles, CA, USA

Z. Griliches

Affiliations and Expertise

Harvard University, Cambridge, MA, USA