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 economis...

Πίνακας περιεχομένων:

• 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).