Handbook of Econometrics
Zvi Griliches, Robert Engle, Michael D. Intriligator, Dan McFadden, James J. Heckman, Edward E. Leamer
Elsevier, 1983 - Business & Economics - 1078 pages
Hardbound. This is the fourth volume of the Handbook of Econometrics. 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.
What people are saying - Write a review
We haven't found any reviews in the usual places.
Preface to the Handbook
Contents of Volume 6A
Econometric Models for Preferences and Pricing
The Econometrics of Industrial Organization
Index Numbers and the Econometrics of Trade
Other editions - View all
adjustment costs aggregate analysis approach ascending auction assume assumptions asymptotic autocovariances autoregressive behavior bidders capital cash ﬂow choice coefﬁcients common values compute consistent estimates constraints consumer consumption continuation values cost function covariance deﬁned demand denote density Diewert discount factor discussion dynamic Econometrica efﬁciency empirical endogenous equation Euler equation example exogenous factor ﬁnance ﬁnd ﬁrm’s ﬁrms ﬁrst ﬁrst-order conditions ﬁrst-price auctions framework functional form growth identiﬁcation implies income index number individual input instrumental variables intertemporal investment labor supply likelihood function linear marginal cost matrix maximum likelihood measurement error nonlinear nonparametric observed optimal output Pakes panel data parameters period private values problem production function proﬁts quantile reﬂect regression researcher reserve price restrictions returns to scale risk risk aversion sample Section shocks speciﬁcation statistics stochastic structural model sufﬁcient symmetric TFPG theory tion unbalanced data utility valuations vector wages