Handbook of econometrics Volume 1
Mathematical and Statistical Methods in Econometrics. Linear algebra and matrix methods in econometrics (H. Theil) -- Statistical theory and econometrics (A. Zellner) -- Econometric Models. Economic and econometric models (M.D. Intriligator) -- Identification (C. Hsiao) -- Model choice and specifica...
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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, 1983
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| Series: | Handbooks in economics
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| Collection: | Elsevier Handbooks in Economics - Collection details see MPG.ReNa |
| Summary: | Mathematical and Statistical Methods in Econometrics. Linear algebra and matrix methods in econometrics (H. Theil) -- Statistical theory and econometrics (A. Zellner) -- Econometric Models. Economic and econometric models (M.D. Intriligator) -- Identification (C. Hsiao) -- Model choice and specification analysis (E.E. Leamer) -- Estimation and Computation. Non-linear regression models (T. Amemiya) -- Specification and estimation of simultaneous equation models (J.A. Hausman) -- Exact small sample theory in the simultaneous equations model (P.C.B. Philipps) -- Bayesian analysis of simultaneous equation systems (J.H. Drèze, J.-F. Richard) -- Biased estimation (G.G. Judge, M.E. Bock) -- Estimation for dirty data and flawed models (W.S. Krasker, E. Kuh and R.E. Welsch) -- Compuational problems and methods (R.E. Quandt). 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: | xxvii, 771 pages illustrations |
| ISBN: | 9780444861856 0444861858 |