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
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Phoebus J. Dhrymes
... this volume is an extremely useful addition to the literature of econometrics and an invaluable reference for the academic or practicing econometrician.
International Journal of Forecasting
M.R. Wickens
I enjoyed reading this volume and profited from doing so. Most chapters attain a rearkably high standard.
The Economic Journal
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