HB139 .H36 1983
330/.01/51195
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Handbook of econometrics / edited by Zvi Griliches and Michael D. Intriligator.
— Amsterdam : North-Holland, 1983-1986. 3 v. : il. ; 25 cm. — (Handbook in economics ; 2)
vol. 4 edited by Robert F. Engle and Daniel L. McFadden.
Incluye referencias bibliográficas e índices.
Contenido: v. 1. Linear algebra and matrix methods in econometrics / Theil, Henri — Statistical theory and econometrics / Zellner, Arnold — Economic and econometric models / Intriligator, Michael D. — Identification / Xiao, Zheng — Model choice and specification analysis / Leamer, Edward E. — Nonlinear regression models / Amemiya, Takeshi — Specification and estimation of simultaneous equation models / Hausman, Jerry A. — Exact small sample theory in the simultaneous equations model / Phillips, P. C. B. — Bayesian analysis of simultaneous equation systems / Drèze.Jacques H. ; Richard, Jean-Françoise — Biased estimation / Judge, George G. ; Bock, M. E. (Mary Ellen) — Estimation for dirty data and flowed models / Krasker, William Stewart ; Kuh, Edwin ; Welsch, Roy E. — Computational problems and methods / Quandt, Richard E.
Contenido: v. 2. Wald, likelihood ration, and lagrange multiplier tests in econometrics / Engle, R. F. (Robert F.) — Multiple hypothesis testing / Savin, N. E. — Approximating the distributions of econometric estimators and test statistics / Rothenberg, Thomas J. — Monte Carlo experimentation in econometrics / Hendry, David F. — Time series and spectral methods in econometrics / Granger, C. W. J. (Clive William John), 194-2009 ; Watson, Mark W. — Dynamic specification / Hendry, David F. ; Pagan, Adrian R. ; Sargan, John Denis — Inference and causality in economic time series models / Geweke, John — Continuous tima stochastic models and issues of aggregation over time / Bergstrom, A. R. (Albert Rex) — Random and changing coefficient models / Chow, Gregory C., 1929- — Pala data / Chamberlain, Gary — Latent variable models in econometrics / Aigner, Dennis J. ; Xiao, Zheng ; Kapteyn, Arie ; Wansbeek, Tom J. — Econometric analysis of qualitative response models / McFadden, Daniel.
Contenido: v. 3. Economic data issues / Griliches, Zvi, 1930- — Functional forms in econometric model building / Lau, Lawrence J., 1944- — Limited dependent variables / Dhrymes, Phoebus J., 1932- — Disequilibrium self-selection, and switching models / Maddala, G. S. — Econometric analysis of longitudinal data / Heckman, James J. (James Joseph) ; Singer, Burton — Demand Analysis / Deaton, Angus — Econometric methods for modeling producer behavior / Jorgenson, Dale W. (Dale Weldeau), 1933- — Labor econometrics / Heckman, James J. (James Joseph) — Evaluating the predictive accuracy of models / Fair, Ray C. — Econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations / Taylor, John B. — Economic policy formation : theory and implementation (applied econometrics in the public sector) / Klein, Lawrence R.
ISBN 0444861882 (set). — ISBN 0444861858 (v. 1). — ISBN 0444861866 (v. 2). — ISBN 0444861874 (v. 3)
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