Handbook of Econometrics, vol 2

Edited by Zvi Griliches and Michael Intriligator

in Handbook of Econometrics from Elsevier, currently edited by Z. Griliches and M. D. Intriligator

Keywords: Simultaneous equation models; econometrics; identification (search for similar items in EconPapers)
JEL-codes: C39 (search for similar items in EconPapers)
Date: 1984
Edition: 1
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Chapters in this book:

Ch 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics , pp 775-826

Robert 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 Hendry

Ch 17 Time series and spectral methods in econometrics , pp 979-1022

Clive Granger and Mark Watson

Ch 18 Dynamic specification , pp 1023-1100

David Hendry, Adrian 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

Albert 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 McFadden

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