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).
Richard T. Baillie
"As one would expect, given the well known and distinguished
contributors, this is an extremely impressive volume that assembles
several really excellent surveys on the current state of knowledge
in different fields of econometrics.
...will almost certainly prove to be an invaluable reference book
for professional econometricians." --International Journal of
Forecasting
Esfandiar Maasoumi
"There is a wealth of information in these surveys and their very
useful bibliographies." --Mathematical Reviews
Grayham E. Mizon
"This first volume of the Handbook of Econometrics, which is mainly
concerned with technical, mathematical, statistical, and
computational issues in econometrics, contains some valuable
contributions which will make a trip to the library well
worthwhile." --The Economic Journal
James Davidson
"This is one of the more useful contributions, in the sense of
summarizing most of the things the study of econometrics ought to
know about these matters and yet will have difficulty finding out
except from a variety of disparate sources." --Journal of The Royal
Stastical Society
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