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Handbook of econometrics : volume 2 / edited by Zvi Griliches and Michael D. Intriligator
Contributor(s): Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: Handbooks in economics ; 2Publisher: Amsterdam [u.a.] : Elsevier, 1984Description: Online-Ressource (xxvi, 775-1461 p)ISBN:- 9780444861863
- 0444861866
- 330.0151195
- 330/.01/51195 22
- HB139
Contents:
Summary: 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 coursesPPN: PPN: 789695405Package identifier: Produktsigel: ZDB-1-HBE-ebook | ZDB-1-HBE | ZDB-33-EBS | ZDB-33-ESD | BSZ-33-EBS-HSAA
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).
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