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Robert Engle – Handbook of Econometrics (Volume 4)
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This is the fourth volume of the <I>Handbook of Econometrics</I>. 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.
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