Handbook of econometrics. Volume 1 /

• Άλλοι συγγραφείς: Griliches, Zvi, 1930-1999, Intriligator, Michael D.
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Amsterdam ; New York : New York, N.Y. : North-Holland Pub. Co. ; Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1983.
• Θέματα: Econometrics > Handbooks, manuals, etc.; Économétrie.; Econometrics.; Econometrie.; Economie politique.; Ökonometrie.; Electronic books.; Handbooks and manuals.

 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. 

 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).