Handbook of econometrics 1984

Description 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. Mathematical and Statistical Methods in Econometrics. Linear algebra and matrix methods in econometrics H.

Statistical theory and econometrics A. Econometric Models. Economic and econometric models M. Identification C. Model choice and specification analysis E. Estimation and Computation. Non-linear regression models T. Specification and estimation of simultaneous equation models J. We cannot process tax exempt orders online.

If you wish to place a tax exempt order please contact us. Add to cart. Sales tax will be calculated at check-out. Free Global Shipping. Description 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. Wald, likelihood ratio and Lagrange multiplier tests in econometrics R. Multiple hypothesis testing N.

Approximating the distributions of economic estimators and test statistics T. Monte Carlo experimental in econometrics D. Time Series Topics.