Z. Griliches,
M.D. Intriligator
Handbook of Econometrics
Gebonden Engels 1984 9780444861863Levertijd ± 9 werkdagen
Gratis verzonden
Samenvatting
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
Specificaties
ISBN13:9780444861863
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:716
Uitgever:Elsevier Science
Hoofdrubriek:Mens en maatschappij, Diversen, Financieel management
Serie:Handbooks in Economics
Lezersrecensies
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Inhoudsopgave
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).
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