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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
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorName
Hendry, David F
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1969-
http://library.link/vocab/relatedWorkOrContributorName
Nielsen, Bent
Series statement
Princeton paperbacks
http://library.link/vocab/subjectName
  • Econometric models
  • Econometrics
Label
Econometric modeling : a likelihood approach, David F. Hendry, Bent Nielsen
Link
http://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [345]-355) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • 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
  • 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
Control code
FIEb13464292
Dimensions
26 cm.
Extent
xii, 365 pages
Isbn
9780691131283
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)76937358
Label
Econometric modeling : a likelihood approach, David F. Hendry, Bent Nielsen
Link
http://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
Publication
Bibliography note
Includes bibliographical references (pages [345]-355) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • 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
  • 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
Control code
FIEb13464292
Dimensions
26 cm.
Extent
xii, 365 pages
Isbn
9780691131283
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)76937358

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