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.
- Limba : Engleza
- Cuprins : Part 11: New Developments in Theoretical Econometrics. 52. The bootstrap (J. Horowitz). 53. Panel data models: some recent developments (M. Arellano, B. Honore). 54. Interactions-based models (W.A. Brock, S.N. Durlauf). 55. Duration models: specification, identification, and multiple durations (G.J. van den Berg). Part 12: Computational Methods in Econometrics. 56. Computational intensive methods for integration in econometrics (J. Geweke, M. Keane). 57. Markov chain Monte Carlo methods: computation and inference (S. Chib). Part 13: Applied Econometrics. 58. Calibration (C. Dawkins, T.N. Srinivasan and J. Whalley). 59. Measurement error in survey data (J. Bound, C. Brown and N. Mathiowetz).
- Data Publicarii : 22 Nov 2001
- Format : Hardback
- Numar pagini : 740
- ISBN : 9780444823403