The Resource Econometric modeling : a likelihood approach, David F. Hendry, Bent Nielsen

Econometric modeling : a likelihood approach, David F. Hendry, Bent Nielsen

Label
Econometric modeling : a likelihood approach
Title
Econometric modeling
Title remainder
a likelihood approach
Statement of responsibility
David F. Hendry, Bent Nielsen
Creator
Contributor
Subject
Language
eng
Cataloging source
QUT
Dewey number
330.01/5195
Illustrations
illustrations
Index
index present
LC call number
HB141
LC item number
.H459 2007
Literary form
non fiction
Nature of contents
bibliography
Series statement
  • Princeton paperbacks
  • Princeton paperbacks
Label
Econometric modeling : a likelihood approach, David F. Hendry, Bent Nielsen
Publication
Bibliography note
Includes bibliographical references (p. [345]-355) and indexes
http://library.link/vocab/branchCode
  • zbnus
  • fro
Contents
Ch. 1. The Bernoulli model -- Ch. 2. Inference in the Bernoulli model -- Ch. 3. A first regression model -- Ch. 4. The logit model -- Ch. 5. The two-variable regression model -- Ch. 6. The matrix algebra of two-variable regression -- Ch. 7. The multiple regression model -- Ch. 8. The matrix algebra of multiple regression -- Ch. 9. Mis-specification analysis in cross sections -- Ch. 10. Strong exogeneity -- Ch. 11. Empirical models and modeling -- Ch. 12. Autoregressions and stationarity -- Ch. 13. Mis-specification analysis in time series -- Ch. 14. The vector autoregressive model -- Ch. 15. Identification of structural models -- Ch. 16. Non-stationary time series -- Ch. 17. Cointegration -- Ch. 18. Monte Carlo simulation experiments -- Ch. 19. Automatic model selection -- Ch. 20. Structural breaks -- Ch. 21. Forecasting -- Ch. 22. The way ahead
Control code
000041133113
Dimensions
26 cm
Extent
xii, 365 p.
Isbn
9780691131283
Isbn Type
(alk. paper)
Lccn
2006052859
Other physical details
ill.
http://library.link/vocab/recordID
.b22717821
System control number
  • sr22717821
  • (OCoLC)76937358

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