Griliches Z., Intriligator M.D. (eds.) Handbook of Econometrics. Volume 3

Amsterdam: North Holland, 1986. — 620 p.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.Introduction: Data and econometricians- the uneasy alliance
Economic data: An overview
Data and their discontents
Random measurement errors and the classic EVM
Missing observations and incomplete data
Missing variables and incomplete models
Final remarks