Handbook of Econometrics: Volume 3

ISBN-13: 9780444861870 / Angielski / Twarda / 1986 / 672 str.

Z. Griliches; Michael D. Intriligator; Michael D. Intriligator

Opis

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.

Spis treści

Special Topics in Econometrics. Economic data issues (Z. Griliches). Functional forms in econometric model building (L.J. Lau). Limited dependent variables (P.J. Dhrymes). Disequilibrium, self-selection and switching models (G.S. Maddala). Econometric analysis of longitudinal data (J. Heckman and B. Singer). Selected Applications and the Uses of Econometrics. Demand analysis (A. Deaton). Econometric methods for modeling producer behavior (D.W. Jorgenson). Labor econometrics (J.J. Heckman and T.E. MaCurdy). Evaluating the predictive accuracy of models (R.C. Fair). New econometric approaches to stabilization policy in stochastic models of macroeconomic fluctuations (J.B. Taylor). Economic policy formation: Theory and implementation (Applied econometrics in the public sector) (L.R. Klein).

O autorze

Michael D. Intriligator is Professor Emeritus of Economics, Political Science, and Policy Studies at the University of California, Los Angeles (UCLA), where he is also Co-Director of the Jacob Marschak Interdisciplinary Colloquium on Mathematics in the Behavioral Sciences. In addition, he is a Senior Fellow at the Milken Institute in Santa Monica, a Senior Fellow of the Gorbachev Foundation of North America in Boston, a Foreign Member of the Russian Academy of Science, and a Fellow of the American Association for the Advancement of Science. He received his Ph.D. in Economics at MIT in 1963 and the same year joined the UCLA Department of Economics. He teaches courses in economic theory, econometrics, mathematical economics, international relations, and health economics, and he has received several distinguished teaching awards.