Handbook of Econometrics

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Handbook of Econometrics Vols. 1-4

Volume 1Edited by: Zvi Griliches and Michael D. Intriligator
Preface - Zvi Griliches and Michael D. Intriligator
Part 1 - Mathematical and Statistical Methods in Econometrics
Chapters
1. Linear Algebra and Matrix Methods in Econometrics - Henri Theil
2. Statistical Theory and Econometrics - Arnold Zellner
Part 2 - Econometric Models
Chapters
3. Economic and Econometric Models - Michael D. Intriligator
4. Identification - Cheng Hsiao
5. Model Choice and Specification Analysis - Edward E. Leamer
Part 3 - Estimation and Computation
Chapters
6. Non-linear Regression Models - Takeshi Amemiya
7. Specification and Estimation of Simultaneous Equation Models - Jerry A. Hausman
8. Exact Small Sample Theory in the Simultaneous Equations Model - P. C. B. Phillips
9. Bayesian Analysis of Simultaneous Equation Systems - Jacques H. Drèze and Jean-François Richard
10. Biased Estimation - G. G. Judge and M. E. Bock
11. Estimation for Dirty Data and Flawed Models - William S. Krasker, Edwin Kuh and Roy E. Welsch
12. Computational Problems and Methods - Richard E. Quandt
Volume 2Edited by: Zvi Griliches and Michael D. Intriligator
Part 4 - Testing
Chapters
13. Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics - Robert F. Engle
14. Multiple Hypothesis Testing - N. E. Savin
15. Approximating the Distributions of Econometric Estimators and Test Statistics - Thomas J. Rothenberg
16. Monte Carlo Experimentation in Econometrics - David F. Hendry
Part 5 - Time Series Topics
Chapters
17. Time Series and Spectral Methods in Econometrics - C. W. J. Granger and Mark W. Watson
18. Dynamic Specification - David F. Hendry, Adrian R. Pagan and J. Denis Sargan
19. Inference and Causality in Economic Time Series Models - John Geweke
20. Continuous Time Stochastic Models and Issues of Aggregation Over Time - A. R. Bergstrom
21. Random and Changing Coefficient Models - Gregory C. Chow
22. Panel Data - Gary Chamberlain
Part 6 - Special Topics in Econometrics-1
Chapters
23. Latent Variable Models in Econometrics - Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn and Tom Wansbeek
24. Econometric Analysis of Qualitative Response Models - Daniel L. McFadden

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关键词：econometrics Econometric handbook metrics econom econometrics handbook

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