Handbook of Econometrics (Volume 2) (Handbooks in Economics, Volume 2)

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 If the confrontation of economic theories with observable phenomena is the objective of empirical research, then hypothesis testing is the primary tool of analysis. Manual concebido como obra de referencia y complemento a la enseñanza de la econometría y la estadística matemática