Bibliograph

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

Type

Label

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

Language

eng

Bibliography note

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

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Econometric modeling

Nature of contents

bibliography

Oclc number

76937358

Responsibility statement

David F. Hendry, Bent Nielsen

Series statement

Princeton paperbacks

Sub title

a likelihood approach

Table Of Contents

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

Contributor