Handbook of econometrics : volume 2
edited by Zvi Griliches and Michael D. Intriligator
| Year of publication: |
1984
|
|---|---|
| Other Persons: | Griliches, Zvi (contributor) ; Intriligator, Michael D. (contributor) |
| Publisher: |
Amsterdam [u.a.] : Elsevier |
| Subject: | Theorie | Theory | Ökonometrie | Econometrics | Modellierung | Scientific modelling |
| Description of contents: | Table of Contents [external.dandelon.com] |
| Published items: |
17 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | Online-Ressource (xxvi, 775-1461 p) |
|---|---|
| Series: | Handbooks in economics. - Amsterdam [u.a.] : Elsevier, ISSN 2772-462X, ZDB-ID 2685869-1. - Vol. 2 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographies and indexes 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). |
| ISBN: | 978-0-444-86186-3 ; 0-444-86186-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011293296