Handbook of Econometrics

List of contents

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).

Summary

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.

Product details

• Authors: Zvi Intriligator Griliches
• Assisted by: Z. Griliches (Editor), Zvi Griliches (Editor), M D Intriligator (Editor), M. D. Intriligator (Editor), M.D. Intriligator (Editor), Michael D. Intriligator (Editor)
• Publisher: ELSEVIER SCIENCE BV
• Languages: English
• Product format: Hardback
• Released: 01.11.1983
• EAN: 9780444861856
• ISBN: 978-0-444-86185-6
• No. of pages: 804
• Series: Handbooks in Economics; Handbook of Econometrics; Handbooks in Economics; Handbook of Econometrics
• Subjects: Social sciences, law, business > Sociology > Sociological theories; MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Econometrics, Probability & statistics, Econometrics, Probability and statistics, Econometrics and economic statistics