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.
I like the image of economic data described by the Harvard economist Zvi Griliches: “The available economic statistics are our main window on economic behavior. In spite of the scratches and persistent fogging, we cannot stop peering through it and trying to understand what is happening.”