Handbook of econometrics Volume 2
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 Serie...
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| Format: | eBook |
| Language: | English |
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Amsterdam, New York, N.Y
Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co North-Holland Pub. Co
1983, 1984
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| Series: | Handbooks in economics
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| Collection: | Elsevier Handbooks in Economics - Collection details see MPG.ReNa |
| Summary: | 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). 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 |
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| Item Description: | Includes bibliographical references and indexes |
| Physical Description: | xxvi, 775-1461 pages illustrations |
| ISBN: | 9780444861863 0444861866 |