Handbook of EconometricsZ. Griliches, Michael D. Intriligator, Robert F. Engle, Daniel McFadden 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. |
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a₁ aggregate algebraic functional applications assumed assumption Berndt censored choice coefficients consistent estimator consumer covariance covariance matrix Deaton defined demand functions density discussed disequilibrium models distribution duration models econometric model Econometrica Economic Review empirical endogenous Engel curves error example exogenous variables expenditure flexibility forecast given Griliches Heckman homogeneous implies income input prices instrumental variables Jorgenson Journal of Econometrics labor economics labor supply Leontief likelihood function linear Maddala matrix maximum likelihood McFadden Measurement methods nonlinear nonnegative observed output P₁ panel data parameters price function problem procedure producer behavior production function Quandt random variables rational expectations restrictions Review of Economic Section selection bias simultaneous equations models solution specification spell Statistical stochastic structural substitution T₁ technical change theoretical consistency theory translog u₁ unit cost function unobserved utility function value shares variance-covariance matrix vector wage Y₁ zero