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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 |
MARC
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| 245 | 0 | 0 | |a Handbook of econometrics. |n Volume 2 / |c edited by Zvi Griliches and Michael D. Intriligator. |
| 260 | |a Amsterdam ; |a New York : |b North-Holland Pub. Co. ; |a New York, N.Y. : |b Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., |c 1984. | ||
| 300 | |a 1 online resource (xxvi, 775-1461 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Handbooks in economics ; |v bk. 2 | |
| 520 | |a 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. | ||
| 505 | 0 | |a 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). | |
| 504 | |a Includes bibliographical references and indexes. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Econometrics |v Handbooks, manuals, etc. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 6 | |a �Econom�etrie. |0 (CaQQLa)201-0025541 | |
| 650 | 6 | |a �Econom�etrie |0 (CaQQLa)201-0025541 |v Guides, manuels, etc. |0 (CaQQLa)201-0377046 | |
| 650 | 7 | |a Econometrics |2 fast |0 (OCoLC)fst00901574 | |
| 650 | 7 | |a �Okonometrie |2 gnd |0 (DE-588)4132280-0 | |
| 650 | 1 | 7 | |a Econometrie. |2 gtt |
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| 700 | 1 | |a Griliches, Zvi, |d 1930-1999. | |
| 700 | 1 | |a Intriligator, Michael D. | |
| 830 | 0 | |a Handbooks in economics ; |v bk. 2. | |
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