Z. Griliches / M.D. Intriligator (eds.)

Handbook of Econometrics

Volume 1
Herausgeber: Intriligator, M D; Griliches, Z.

• Gebundenes Buch

Produktbeschreibung

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. For more information on the Handbooks in Economics series, please see our home page on http: //www.elsevier.nl/locate/hes

Produktdetails

• Verlag: Elsevier Science
• Seitenzahl: 800
• Erscheinungstermin: 1. November 1983
• Englisch
• Abmessung: 241mm x 173mm x 35mm
• Gewicht: 1551g
• ISBN-13: 9780444861856
• ISBN-10: 0444861858
• Artikelnr.: 23173719

Inhaltsangabe

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. Drèze, 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).