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Handbook of Econometrics - Amsterdam : North-Holland, 1990 - xxvi, 776-1461 p. - Handbooks in Economics 2 .

2. Part 4. Testing -- Chapter 13. Wald, Likelihood Ratio, and Lagrange Multiplier Tests in Econometrics. Robert F. Engle -- Chapter 14. Multiple Hypothesis Testing. N. E. Savin -- Chapter 15. Approximating the Distributions of Econometric Estimators and Test Statistics. Thomas J. Rothenberg -- Chapter 16. Monte Carlo Experimentation in Econometrics -- -- Part 5. Time Series Topics -- Chapter 17. Time Series and Spectral Methods in Econometrics. C. W. J. Granger and Mark W. Watson -- Chapter 18. Dynamic Specification. David F. Hendry, Adrian R. Pagan, and J. Denis Sargan -- Chapter 19. Inference and Causality in Economic Time Series Models. John Geweke -- Chapter 20. Continuous Time Stochastic Models and Issues of Aggregation over Time. A. R. Bergstrom -- Chapter 21. Random and Changing Coefficient Models. Gregory C. Chow -- Chapter 22. Panel Data. Gary Chamberlain -- -- Part 6. Special Topics in Econometrics: 1 -- Chapter 23. Latent Variable Models in Econometrics. Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn, and Tom Wansbeek -- Chapter 24. Econometric Analysis of Qualitative Response Models. Daniel L. McFadden --

ISBN: 0444861866

Standard No.: DAQ020910

Subjects--Topical Terms:
MODELOS ECONOMÉTRICOS
ECONOMETRÍA
MATEMÁTICAS

Universal Decimal Class. No.: 330.115