<p>Part 4 - Testing<br/>   5.   <br/> Chapter 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics<br/>Pages 775-826<br/>Robert F. Engle<br/> <br/> 6.   <br/> Chapter 14 Multiple hypothesis testing<br/>Pages 827-879<br/>N.E. Savin<br/> <br/> 7.   <br/> Chapter 15 Approximating the distributions of econometric estimators and test statistics<br/>Pages 881-935<br/>Thomas J. Rothenberg<br/> <br/> 8.   <br/> Chapter 16 Monte carlo experimentation in econometrics<br/>Pages 937-976<br/>David F. Hendry<br/> <br/> <br/> Part 5 - Time Series Topics <br/> 9.   <br/> Chapter 17 Time series and spectral methods in econometrics<br/>Pages 979-1022<br/>C.W.J. Granger and Mark W. Watson<br/> <br/> 10.   <br/> Chapter 18 Dynamic specification<br/>Pages 1023-1100<br/>David F. Hendry, Adrian R. Pagan and J.Denis Sargan<br/> <br/> 11.   <br/> Chapter 19 Inference and causality in economic time series models<br/>Pages 1101-1144<br/>John Geweke<br/> <br/> 12.   <br/> Chapter 20 Continuous time stochastic models and issues of aggregation over time<br/>Pages 1145-1212<br/>A.R. Bergstrom<br/> <br/> 13.   <br/> Chapter 21 Random and changing coefficient models<br/>Pages 1213-1245<br/>Gregory C. Chow<br/> <br/> 14.   <br/> Chapter 22 Panel data<br/>Pages 1247-1318<br/>Gary Chamberlain<br/> <br/> <br/> Part 6 - Special Topics in Econometrics-1 <br/> 15.   <br/> Chapter 23 Latent variable models in econometrics<br/>Pages 1321-1393<br/>Dennis J. Aigner, Cheng Hsiao, Arie Kapteyn and Tom Wansbeek<br/> <br/> 16.   <br/> Chapter 24 Econometric analysis of qualitative response models<br/>Pages 1395-1457<br/>Daniel L. McFadden<br/> <br/>ScienceDirect - Handbook of Econometrics, Volume 2, Pages 775-1461 (1984) </p><p> <br/></p>

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