This is the fourth volume of the Handbook of Econometrics. 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.
FREE Two-Day Shipping for Students. Learn more |
 Sell Back Your Copy for $5.19
Whether you buy it used on Amazon for $77.79 or somewhere else, you can sell it back through our Book Trade-In Program at the current price of $5.19.
Used Price$77.79
Trade-in Price$5.19
Price after
Trade-in$72.60 |
Book Description
Special Offers and Product Promotions
- Buy $50 in qualifying physical textbooks, get $5 in Amazon MP3 Credit. Here's how (restrictions apply)
Frequently Bought Together
Editorial Reviews
Review
The assimilation of new techniques into the existing literature is generally superb. The editors have delivered on the promises of this series as stated above. Even with 16 chapters and over a thousand pages, they admit there are topics to be covered in future volumes. --Esfandiar Maasoumi, Mathematical Reviews
Product Details
Would you like to update product info or give feedback on images?
|
Customer Reviews
|
There are no customer reviews yet.
|
|||
|
Video reviews
|
Inside This Book
(learn more)
First Sentence:
Large sample distribution theory is the cornerstone of statistical inference for econometric models. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
detrended case, canonical regressors, demeaned case, essential stationarity, empirical process methods, artificial nesting models, implicit cumulative departures, stochastic equicontinuity, detrended process, actual departure rates, pairwise difference estimator, extremum estimator, conditional mean restriction, optimal filtering results, unknown cointegrating vectors, standard measurability, information matrix equality, semiparametric restrictions, asymptotic variance estimation, nonparametric restrictions, truncated regression models, conditional quantile restrictions, efficient weighting matrix, maximum rank correlation estimator, median restriction Key Phrases - Capitalized Phrases (CAPs): (learn more)
Journal of Econometrics, Monte Carlo, New York, Journal of the American Statistical Association, Annals of Statistics, Department of Economics, Cambridge University Press, Journal of the Royal Statistical Society, Estimation of Semiparametric Models, John Rust, Journal of Business, Annals of Mathematical Statistics, University of California, Academic Press, Journal of Applied Econometrics, Models Using Simulation, Princeton University, Review of Economic Studies, Yale University, American Economic Review, Journal of Time Series Analysis, Econometric Reviews, Aspects of Modelling Nonlinear Time Series, University of Chicago, Harvard University New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Large sample distribution theory is the cornerstone of statistical inference for econometric models. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
detrended case, canonical regressors, demeaned case, essential stationarity, empirical process methods, artificial nesting models, implicit cumulative departures, stochastic equicontinuity, detrended process, actual departure rates, pairwise difference estimator, extremum estimator, conditional mean restriction, optimal filtering results, unknown cointegrating vectors, standard measurability, information matrix equality, semiparametric restrictions, asymptotic variance estimation, nonparametric restrictions, truncated regression models, conditional quantile restrictions, efficient weighting matrix, maximum rank correlation estimator, median restriction Key Phrases - Capitalized Phrases (CAPs): (learn more)
Journal of Econometrics, Monte Carlo, New York, Journal of the American Statistical Association, Annals of Statistics, Department of Economics, Cambridge University Press, Journal of the Royal Statistical Society, Estimation of Semiparametric Models, John Rust, Journal of Business, Annals of Mathematical Statistics, University of California, Academic Press, Journal of Applied Econometrics, Models Using Simulation, Princeton University, Review of Economic Studies, Yale University, American Economic Review, Journal of Time Series Analysis, Econometric Reviews, Aspects of Modelling Nonlinear Time Series, University of Chicago, Harvard University New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Books on Related Topics
(learn more)
|
What Other Items Do Customers Buy After Viewing This Item?
Tags Customers Associate with This Product(What's this?)Click on a tag to find related items, discussions, and people.
|
Sell a Digital Version of This Book in the Kindle Store
If you are a publisher or author and hold the digital rights to a book, you can sell a digital version of it in our Kindle Store.
Learn more
Customer Discussions
|
This product's forum
Active discussions in related forums
Search Customer Discussions
|
Related forums
|
Listmania!
|
|
So You'd Like to...
Look for Similar Items by Category
- Books > Business & Investing > Economics
- Books > Business & Investing > Popular Economics
- Books > Medical Books
- Books > New & Used Textbooks > Business & Finance > Economics
- Books > New & Used Textbooks > Medicine & Health Sciences > Medicine > General
- Books > New & Used Textbooks > Science & Mathematics > Mathematics > Statistics
- Books > Science & Math > Mathematics
