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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The assimilation of new techniques into the existing literature is generally superb. The editors have delivered on the promises of this series as stated above. Even with 16 chapters and over a thousand pages, they admit there are topics to be covered in future volumes. --Esfandiar Maasoumi, Mathematical Reviews
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