| LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2006052859 |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691131283 |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0691131287 (alk. paper) |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691130897 (pbk. : alk. paper) |
| INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0691130892 (pbk. : alk. paper) |
| DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Call number |
330.01/5195 |
| MAIN ENTRY--PERSONAL NAME |
|---|
| Authors |
Hendry, David F. |
| TITLE STATEMENT |
|---|
| Title |
Econometric modeling : |
| Subtitle |
a likelihood approach |
| Statement of responsibility, etc |
David F. Hendry, Bent Nielsen |
| PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication |
Princeton, N.J. : |
| Publisher |
Princeton University Press, |
| Date |
c2007. |
| PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 365 p. : |
| Other Details |
ill ; |
| Size |
26 cm. |
| SERIES STATEMENT |
|---|
| Series statement |
Princeton paperbacks |
| CONTENTS |
|---|
| 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. |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Econometric models |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Heading |
Econometrics |
| ADDED ENTRY |
|---|
| Name |
Nielsen, Bent |
| ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://uowd.box.com/s/dwwl7wpag5q1dnxa8tb3j6ubfj3sh1ah |
| Public note |
Location Map |
| MAIN ENTRY--PERSONAL NAME |
|---|
| -- |
46602 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
46603 |
| SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| -- |
1627 |
| ADDED ENTRY |
|---|
| -- |
46604 |