Handbook of Econometrics | Vol 2

Posted By: love_hate

Date: 11 Jul 2006 18:12:00

Volume 2

Part 4 - Testing

Chapters
13. Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics - Robert F. Engle
14. Multiple Hypothesis Testing - N. E. Savin
15. Approximating the Distributions of Econometric Estimators and Test Statistics - Thomas J. Rothenberg
16. Monte Carlo Experimentation in Econometrics - David F. Hendry

Part 5 - Time Series Topics

Chapters
17. Time Series and Spectral Methods in Econometrics - C. W. J. Granger and Mark W. Watson
18. Dynamic Specification - David F. Hendry, Adrian R. Pagan and J. Denis Sargan
19. Inference and Causality in Economic Time Series Models - John Geweke
20. Continuous Time Stochastic Models and Issues of Aggregation Over Time - A. R. Bergstrom
21. Random and Changing Coefficient Models - Gregory C. Chow
22. Panel Data - Gary Chamberlain

Part 6 - Special Topics in Econometrics: 1

Chapters
23. Latent Variable Models in Econometrics - Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn and Tom Wansbeek
24. Econometric Analysis of Qualitative Response Models - Daniel L. McFadden

http://rapidshare.de/files/25526431/Handbook_of_Econometrics_Volume_2.rar