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 Jean-Francois Richard

Ch 10 Biased estimation , pp 599-649

George G. 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

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 S. 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 C. 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 Argyrou 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 Liliana Matzkin

Ch 43 Analog estimation of econometric models , pp 2559-2582

Charles F. 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 Marc 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