Handbook of EconometricsZvi Griliches, Robert Engle, Michael D. Intriligator, James J. Heckman, Dan McFadden, Edward E. Leamer 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. |
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Contents
Preface to the Handbook | xv |
Contents of Volume 6A | xix |
Econometric Models for Preferences and Pricing | 3845 |
The Econometrics of Industrial Organization | 4169 |
Index Numbers and the Econometrics of Trade | 4499 |
Models of Consumer and Worker Choice | 4607 |
| 1 | |
| 33 | |
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Common terms and phrases
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
Bibliographic information
| Title | Handbook of Econometrics Handbook of Econometrics, Zvi Griliches |
| Editors | Zvi Griliches, Robert Engle, Michael D. Intriligator, James J. Heckman, Dan McFadden, Edward E. Leamer |
| Contributor | James J. Heckman |
| Edition | illustrated, reprint |
| Publisher | Elsevier, 1983 |
| ISBN | 0444887660, 9780444887665 |
| Length | 1078 pages |
| Subjects | › › Business & Economics / Econometrics Business & Economics / Economics / General Medical / General |
| Export Citation | BiBTeX EndNote RefMan |