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Media type:
E-Book
Title:
Handbook of econometrics
:
volume 2
Contains:
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).
Description:
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
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