Handbook of Econometrics

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