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.
For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes
Handbook of Econometrics, 1st Edition
Part 11: New developments in theoretical econometrics.
52. The bootstrap (J. Horowitz). 53. Panel data models: some recent developments (M. Arellano, B. Honoré). 54. Interactions-based models (W.A. Brock, S.N. Durlauf). 55. Duration models: specification, identification, and multiple durations (G.J. van den Berg). Part 12: Computational methods in econometrics.
56. Computational intensive methods for integration in econometrics (J. Geweke, M. Keane). 57. Markov chain Monte Carlo methods: computation and inference (S. Chib). Part 13: Applied econometrics.
58. Calibration (C. Dawkins, T.N. Srinivasan, J. Whalley). 59. Measurement error in survey data (J. Bound, C. Brown, N. Mathiowetz).
Quotes and reviews
@from:J.J. Heckman, E. Leamer
@qu:...This fifth volume of the "Handbook of Econometrics" is concerned with new developments in theoretical econometrics. ...The primary objective of the volume is to collate in one place a body of research tools useful in applied econometrics and in empirical research in economics.
@source:Zentralblatt fur Mathematik, 986/2002
@qu:...Eight papers bring together a body of research tools useful in applied econometrics and in empirical research in economics.
@source:Journal of Economic Literature, 2002