Handbook of econometrics. Volume 1 /

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 economis...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
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:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • 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).