Handbook of Econometrics

Edited by Z. Griliches† and M. D. Intriligator

from Elsevier
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Ch 01 Linear algebra and matrix methods in econometrics , pp 3-65: Henri Theil
Ch 02 Statistical theory and econometrics , pp 67-178: Arnold Zellner
Ch 03 Economic and econometric models , pp 181-221: Michael D. Intriligator
Ch 04 Identification , pp 223-283: Cheng Hsiao
Ch 05 Model choice and specification analysis , pp 285-330: Edward E. Leamer
Ch 06 Non-linear regression models , pp 333-389: Takeshi Amemiya
Ch 07 Specification and estimation of simultaneous equation models , pp 391-448: Jerry A. Hausman
Ch 08 Exact small sample theory in the simultaneous equations model , pp 449-516: Peter C. B. Phillips
Ch 09 Bayesian analysis of simultaneous equation systems , pp 517-598: Jacques H. Dreze and Richard, Jean-Francois
Ch 10 Biased estimation , pp 599-649: George Judge and M.E. Bock
Ch 11 Estimation for dirty data and flawed models , pp 651-698: William S. Krasker, Edwin Kuh and Roy E. Welsch
Ch 12 Computational problems and methods , pp 699-764: Richard E. Quandt
Ch 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics , pp 775-826: Robert F. Engle
Ch 14 Multiple hypothesis testing , pp 827-879: N.E. Savin
Ch 15 Approximating the distributions of econometric estimators and test statistics , pp 881-935: Thomas J. Rothenberg
Ch 16 Monte carlo experimentation in econometrics , pp 937-976: David F. Hendry
Ch 17 Time series and spectral methods in econometrics , pp 979-1022: Clive W. J. Granger and Mark W. Watson
Ch 18 Dynamic specification , pp 1023-1100: David F. Hendry, Adrian Rodney Pagan and J. Denis Sargan
Ch 19 Inference and causality in economic time series models , pp 1101-1144: John Geweke (John Geweke and John Geweke)
Ch 20 Continuous time stochastic models and issues of aggregation over time , pp 1145-1212: A.R. Bergstrom
Ch 21 Random and changing coefficient models , pp 1213-1245: Gregory C. Chow
Ch 22 Panel data , pp 1247-1318: Gary Chamberlain
Ch 23 Latent variable models in econometrics , pp 1321-1393: Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn and Tom Wansbeek
Ch 24 Econometric analysis of qualitative response models , pp 1395-1457: Daniel L. McFadden
Ch 25 Economic data issues , pp 1465-1514: Zvi Griliches
Ch 26 Functional forms in econometric model building , pp 1515-1566: Lawrence J. Lau
Ch 27 Limited dependent variables , pp 1567-1631: Phoebus J. Dhrymes
Ch 28 Disequilibrium, self-selection, and switching models , pp 1633-1688: G.S. Maddala
Ch 29 Econometric analysis of longitudinal data , pp 1689-1763: James J. Heckman and Burton Singer
Ch 30 Demand analysis , pp 1767-1839: Angus Deaton
Ch 31 Econometric methods for modeling producer behavior , pp 1841-1915: Dale W. Jorgenson
Ch 32 Labor econometrics , pp 1917-1977: James J. Heckman and Thomas E. Macurdy
Ch 33 Evaluating the predictive accuracy of models , pp 1979-1995: Ray Fair
Ch 34 New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations , pp 1997-2055: John B. Taylor
Ch 35 Economic policy formation: Theory and implementation (applied econometrics in the public sector) , pp 2057-2093: Lawrence R. Klein
Ch 36 Large sample estimation and hypothesis testing , pp 2111-2245: Whitney K. Newey and Daniel L. McFadden
Ch 37 Empirical process methods in econometrics , pp 2247-2294: Donald W. K. Andrews
Ch 38 Applied nonparametric methods , pp 2295-2339: Wolfgang Karl Härdle and Oliver Bruce Linton
Ch 39 Methodology and theory for the bootstrap , pp 2341-2381: Peter Hall
Ch 40 Classical estimation methods for LDV models using simulation , pp 2383-2441: Vassilis Hajivassiliou and Paul A. Ruud
Ch 41 Estimation of semiparametric models , pp 2443-2521: James L. Powell
Ch 42 Restrictions of economic theory in nonparametric methods , pp 2523-2558: Rosa L. Matzkin
Ch 43 Analog estimation of econometric models , pp 2559-2582: Charles Manski
Ch 44 Testing non-nested hypotheses , pp 2583-2637: Christian S. Gourieroux and Alain Monfort
Ch 45 Estimation and inference for dependent processes , pp 2639-2738: Jeffrey Wooldridge
Ch 46 Unit roots, structural breaks and trends , pp 2739-2841: James H. Stock
Ch 47 Vector autoregressions and cointegration , pp 2843-2915: Mark W. Watson
Ch 48 Aspects of modelling nonlinear time series , pp 2917-2957: Timo Teräsvirta, Dag Tjostheim and Clive W. J. Granger
Ch 49 Arch models , pp 2959-3038: Tim Bollerslev, Robert F. Engle and Daniel B. Nelson
Ch 50 State-space models , pp 3039-3080: James Hamilton