Handbook of EconometricsZvi Griliches, Michael D. Intriligator, Robert Engle, Dan McFadden 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. |
Contents
The Econometrics of Industrial Organization | 4169 |
Index Numbers and the Econometrics of Trade | 4499 |
Models of Consumer and Worker Choice | 4607 |
Other editions - View all
Handbook of Econometrics Zvi Griliches,Michael D. Intriligator,Robert Engle,Dan McFadden No preview available - 1983 |
Handbook of Econometrics Zvi Griliches,Michael D. Intriligator,Robert Engle,Dan McFadden No preview available - 1983 |
Common terms and phrases
adjustment costs aggregate analysis approach ascending auction assume assumptions asymptotic autocovariances autoregressive Bajari behavior bidders budget capital choice coefficients common values compute consistent estimates constraints consumer consumption continuation values correlated cost function covariance defined demand denote density Diewert discount factor discussion dynamic econometric models Econometrica empirical endogenous equation Euler equation example exogenous firms first-order conditions first-price auctions framework functional form given growth identified implies income index number individual input instrumental variables intertemporal investment labor supply likelihood likelihood function linear marginal cost matrix measurement error nonlinear nonparametric observed optimal output Pakes panel data parameters period private values problem production function quantile random variables regression researcher reserve price restrictions returns to scale risk risk aversion sample Section shocks specification statistics stochastic stratified sampling structural model symmetric TFPG theory tion unbalanced data unobserved heterogeneity utility valuations vector wages X₁