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Handbook of econometrics. Volume II

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., ©1984.
Series: Handbooks in economics, bk. 2.
Edition/Format:   Print book : English : 2ème réimpression (1987)View all editions and formats
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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: 0444861866 9780444861863 0444861882 9780444861887
OCLC Number: 26831729
Notes: Index : p. 1459-1461.
Description: xxvi, 776-1461 p. : ill. ; 25 cm.
Contents: 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).
Series Title: Handbooks in economics, bk. 2.
Responsibility: edited by Zvi Griliches and Michael D. Intriligator.

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Phoebus J. Dhrymes ... this volume is an extremely useful addition to the literature of econometrics and an invaluable reference for the academic or practicing econometrician. International Journal Read more...

 
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