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Handbook of econometrics. Volume I

Author: Zvi Griliches; Michael D Intriligator
Publisher: Amsterdam ; New York : North-Holland Pub. Co. ; New York, N.Y. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1992, ©1983.
Series: Handbooks in economics, 2.
Edition/Format:   Print book : English : 4e réimpression (1992)View all editions and formats
Database:WorldCat
Summary:

Examines models, estimation theory, data analysis and field applications in econometrics. This work is suitable for professional use by economists, econometricians, statisticians, and in advanced  Read more...

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Document Type: Book
All Authors / Contributors: Zvi Griliches; Michael D Intriligator
ISBN: 0444861858 9780444861856 0444861882 9780444861887
OCLC Number: 28058205
Notes: Index : p. 767-771.
Description: xxvii, 771 p. : ill. ; 25 cm.
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. Dreze, 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).
Series Title: Handbooks in economics, 2.
Responsibility: edited by Zvi Griliches and Michael D. Intriligator.

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Richard T. Baillie As one would expect, given the well known and distinguished contributors, this is an extremely impressive volume that assembles several really excellent surveys on the current Read more...

 
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