%0
Generic
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Handbook of econometrics
volume 2
%A Griliches, Zvi
%A Intriligator, Michael D.
%I Elsevier
%@ 9780444861863
%@ 0444861866
%K Econometrics Handbooks, manuals, etc
%K Économétrie
%K Econometrics
%K Econometrie
%K Economie politique
%K Ökonometrie
%K Handbooks and manuals
%K Electronic books
%K Electronic books Handbooks and manuals
%D 1984
%X Includes bibliographies and indexes
%X 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).
%X 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
%C Elsevier
%C Amsterdam [u.a.]
%U http://slubdd.de/katalog?TN_libero_mab2