Handbook of Econometrics

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.
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Inhaltsverzeichnis

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).

Zusammenfassung

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 graduate econometrics courses.

Produktdetails

• Autoren: Zvi Intriligator Griliches
• Mitarbeit: Z. Griliches (Herausgeber), Zvi Griliches (Herausgeber), M D Intriligator (Herausgeber), M. D. Intriligator (Herausgeber), M.D. Intriligator (Herausgeber), Michael D. Intriligator (Herausgeber)
• Verlag: ELSEVIER SCIENCE BV
• Sprache: Englisch
• Produktform: Fester Einband
• Erschienen: 01.11.1983
• EAN: 9780444861856
• ISBN: 978-0-444-86185-6
• Seiten: 804
• Serien: Handbooks in Economics; Handbook of Econometrics; Handbooks in Economics; Handbook of Econometrics
• Themen: Sozialwissenschaften, Recht,Wirtschaft > Soziologie > Soziologische Theorien; MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Econometrics, Probability & statistics, Econometrics, Probability and statistics, Econometrics and economic statistics