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Handbook of Econometrics


  • R. F. Engle

  • D. McFadden
    (University of California-San Diego, La Jolla, CA, USA)


No abstract is available for this item.

Suggested Citation

  • R. F. Engle & D. McFadden (ed.), 1986. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 4, number 4.
  • Handle: RePEc:eee:econhb:4

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    Cited by:

    1. Toshi H. Arimura, Shanjun Li, Richard G. Newell, and Karen Palmer, 2012. "Cost-Effectiveness of Electricity Energy Efficiency Programs," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    2. Haroon Mumtaz & Konstantinos Theodoridis, 2017. "Fiscal Policy Shocks and Stock Prices in the United States," Working Papers 817, Queen Mary University of London, School of Economics and Finance.
    3. Juan Carlos Parra-Alvarez & Olaf Posch & Mu-Chun Wang, 1710. "Identification and estimation of heterogeneous agent models: A likelihood approach," CREATES Research Papers 2017-35, Department of Economics and Business Economics, Aarhus University.
    4. Daniel Marszalec, 2016. "The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation," CIRJE F-Series CIRJE-F-1020, CIRJE, Faculty of Economics, University of Tokyo.
    5. Filippeli, Thomai & Harrison, Richard & Theodoridis, Konstantinos, 2018. "DSGE-based Priors for BVARs & Quasi-Bayesian DSGE Estimation," Cardiff Economics Working Papers E2018/5, Cardiff University, Cardiff Business School, Economics Section.
    6. Solomon W. Polachek & Tirthatanmoy Das & Rewat Thamma-Apiroam, 2015. "Micro- and Macroeconomic Implications of Heterogeneity in the Production of Human Capital," Journal of Political Economy, University of Chicago Press, vol. 123(6), pages 1410-1455.

    More about this item

    Book Chapters

    The following chapters of this book are listed in IDEAS


    Simultaneous equation models; econometrics; identification;

    JEL classification:

    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other


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