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. For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
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Editorial Reviews
Review
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
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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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
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First Sentence:
Vectors and matrices played a minor role in the econometric literature published before World War II, but they have become an indispensable tool in the last several decades. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
gth equation, rational random behavior, error loss measure, structural coefficient estimators, integrand transformation, inequality estimator, endogenous variable case, limited information analysis, exact small sample theory, inequality restricted estimator, single equation estimators, full information analysis, gth row, estimation with quadratic loss, identifiability criteria, resistant estimation, covariance restrictions, input demand system, auxiliary variates, single equation case, least squares rule, joint endogeneity, predictive pdf, weighted squared error loss, standardizing transformations Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, John Wiley, Journal of the American Statistical Association, Journal of Econometrics, Monte Carlo, International Economic Review, Annals of Mathematical Statistics, Journal of the Royal Statistical Society, Academic Press, North-Holland Publishing Company, Stanford University, Efficient Estimation, Technical Report, Handbook of Econometrics, University of Chicago, Annals of Statistics, Cambridge University Press, Yale University, American Economic Review, Frontiers of Quantitative Economics, Harvard University, Principles of Econometrics, United States, Computer Journal, Cowles Commission Monograph New!
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Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
Vectors and matrices played a minor role in the econometric literature published before World War II, but they have become an indispensable tool in the last several decades. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
gth equation, rational random behavior, error loss measure, structural coefficient estimators, integrand transformation, inequality estimator, endogenous variable case, limited information analysis, exact small sample theory, inequality restricted estimator, single equation estimators, full information analysis, gth row, estimation with quadratic loss, identifiability criteria, resistant estimation, covariance restrictions, input demand system, auxiliary variates, single equation case, least squares rule, joint endogeneity, predictive pdf, weighted squared error loss, standardizing transformations Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, John Wiley, Journal of the American Statistical Association, Journal of Econometrics, Monte Carlo, International Economic Review, Annals of Mathematical Statistics, Journal of the Royal Statistical Society, Academic Press, North-Holland Publishing Company, Stanford University, Efficient Estimation, Technical Report, Handbook of Econometrics, University of Chicago, Annals of Statistics, Cambridge University Press, Yale University, American Economic Review, Frontiers of Quantitative Economics, Harvard University, Principles of Econometrics, United States, Computer Journal, Cowles Commission Monograph New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Front Flap | Table of Contents | First Pages | Index | Back Flap | Back Cover | Surprise Me!
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