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Handbook of econometrics. Volume 2 /
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 economis...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; New York : New York, N.Y. :
North-Holland Pub. Co. ; Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co.,
1984.
|
| Colección: | Handbooks in economics ;
bk. 2. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
Tabla de Contenidos:
- 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).