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Econometric modeling : = a likelihood approach /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Econometric modeling :/ David F. Hendry, Bent Nielsen.
其他題名:	a likelihood approach /
作者:	Hendry, David F.
其他作者:	Nielsen, Bent,
出版者:	Princeton, N.J. :Princeton University Press, : c2007.,
面頁冊數:	xii, 365 p. :ill. ; : 26 cm.;
標題:	Econometric models. -
電子資源:	http://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
電子資源:	http://www.loc.gov/catdir/enhancements/fy0704/2006052859-d.html
電子資源:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015499934&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
ISBN:	9780691131283 (cloth)

Econometric modeling : = a likelihood approach /
Hendry, David F.

Econometric modeling :a likelihood approach /David F. Hendry, Bent Nielsen. - Princeton, N.J. :Princeton University Press,c2007. - xii, 365 p. :ill. ;26 cm. - Princeton paperbacks.

Includes bibliographical references (p. [345]-355) and indexes.

The Bernoulli model -- Inference in the Bernoulli model -- A first regression model -- The logit model -- The two-variable regression model -- The matrix algebra of two-variable regression -- The multiple regression model -- The matrix algebra of multiple regression -- Mis-specification analysis in cross sections -- Strong exogeneity -- Empirical models and modeling -- Autoregressions and stationarity -- Mis-specification analysis in time series -- The vector autoregressive model -- Identification of structural models -- Non-stationary time series -- Cointegration -- Monte Carlo simulation experiments -- Automatic model selection -- Structural breaks -- Forecasting -- The way ahead.

ISBN: 9780691131283 (cloth)

LCCN: 2006052859

Nat. Bib. No.: GBA706415bnbSubjects--Topical Terms:

556561
Econometric models.

LC Class. No.: HB141 / .H459 2007

Dewey Class. No.: 330.01/5195

Econometric modeling : = a likelihood approach /
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245 1 0 $a Econometric modeling : $b a likelihood approach / $c David F. Hendry, Bent Nielsen.
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300 $a xii, 365 p. : $b ill. ; $c 26 cm.
490 0 $a Princeton paperbacks
504 $a Includes bibliographical references (p. [345]-355) and indexes.
505 0 $a The Bernoulli model -- Inference in the Bernoulli model -- A first regression model -- The logit model -- The two-variable regression model -- The matrix algebra of two-variable regression -- The multiple regression model -- The matrix algebra of multiple regression -- Mis-specification analysis in cross sections -- Strong exogeneity -- Empirical models and modeling -- Autoregressions and stationarity -- Mis-specification analysis in time series -- The vector autoregressive model -- Identification of structural models -- Non-stationary time series -- Cointegration -- Monte Carlo simulation experiments -- Automatic model selection -- Structural breaks -- Forecasting -- The way ahead.
650 0 $a Econometric models. $3 556561
650 0 $a Econometrics. $3 556981
700 1 $a Nielsen, Bent, $d 1969- $3 839446
856 4 2 $3 Contributor biographical information $u http://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
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