Handbook of econometrics. Volume 2 /

• 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., 1984.
• 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. 

 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).