Handbook of econometrics Vol. 5
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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam
North Holland
2001, 2001
|
| Series: | Handbooks in economics
|
| Subjects: | |
| Online Access: | |
| Collection: | Elsevier Handbooks in Economics - Collection details see MPG.ReNa |
| Summary: | 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 Part 11: New Developments in Theoretical Econometrics. 52. The bootstrap (J. Horowitz). 53. Panel data models: some recent developments (M. Arellano, B. Honor & eacute;). 54. Interactions-based models (W.A. Brock, S.N. Durlauf). 55. Duration models: specification, identification, and multiple durations (G.J. van den Berg). Part 12: Computational Methods in Econometrics. 56. Computational intensive methods for integration in econometrics (J. Geweke, M. Keane). 57. Markov chain Monte Carlo methods: computation and inference (S. Chib). Part 13: Applied Econometrics. 58. Calibration (C. Dawkins, T.N. Srinivasan and J. Whalley). 59. Measurement error in survey data (J. Bound, C. Brown and N. Mathiowetz). |
|---|---|
| Item Description: | Includes bibliographical references and index |
| Physical Description: | 1 volume |
| ISBN: | 0444823409 9780444823403 |