This book surveys the theories, techniques (model- building and data collection), and applications of econometrics. KEY It focuses on those aspects of econometrics that are of major importance to readers and researchers interested in performing, evaluating, or understanding econometric studies in a variety of areas. It reviews matrix notation and the use of multivariate statistics; discusses the specification of the model and the development of data for its estimation; covers recent developments in econometric models, techniques, and applications; explains the estimation of single-equation models; and provides case studies of the applications of econometrics to a wide array of areas — including traditional areas such as the estimation of demand functions and production functions, and macroeconometric models.
Michael D. Intriligator is Professor of Economics at the University of California, Los Angeles (UCLA), where he is also Professor of Political Science, Policy Studies, Director of the Burkle Center for International Relations, and Co-Director of the Jacob Marschak Interdisciplinary Colloquium on Mathematics in the Behavioral Sciences. He is a Senior Fellow of the Milken Institute in Santa Monica and of the Gorbachev Foundation of North America in Boston. Dr. Intriligator is the author of more than 200 journal articles and other publications in the areas of economic theory and mathematical economics, econometrics, health economics, reform of the Russian economy, and strategy and arms control. He is also the author, co-author, editor, or co-editor of several books on a variety of topics in his areas of interest. He was elected as a foreign member of the Russian Academy of Sciences in 1999 and was elected a Fellow of the American Association for the Advancement of Science in 2001.