Michael D.Intriligator – Handbook of Econometrics (Vol.3)
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Hardbound. 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.
…. the overwhelming impression is that every chapter is worth reading and some are simply superb. — The Economic Journal
All three volumes in this series include an impressive range of topics and a prestigious list of contributions. — Paul G. Chapman, Journal of the Royal Statistical Society
Most economists will find the Volume III surveys to be closer to issues of concern to them, and specialists outside econometrics will learn much about the topics of major current interest in econometrics and the existing approaches to them. —Esfandiar Maasoumi, Mathematical Reviews
About the Author
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.