Econometric modeling : a likelihood approach
By: Hendry, David F
Title By: Nielsen, Bent
Material type:
BookSeries: Princeton paperbacks.Publisher: Princeton, N.J. : Princeton University Press, c2007.Description: xii, 365 p. : ill ; 26 cm.ISBN: 9780691131283; 0691131287 (alk. paper); 9780691130897 (pbk. : alk. paper); 0691130892 (pbk. : alk. paper)Subject(s): Econometric models | EconometricsDDC classification: 330.01/5195 Online resources: Location Map
| Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
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| REGULAR | University of Wollongong in Dubai Main Collection | 330.015195 HE EC (Browse shelf) | Available | T0051934 |
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| 330.015195 GR EC Econometric analysis / | 330.015195 GR IN Introduction to Bayesian econometrics / | 330.015195 GU EC Econometrics by example / | 330.015195 HE EC Econometric modeling : | 330.015195 HI PR Principles of econometrics | 330.015195 HI PR Principles of econometrics | 330.015195 HI PR Practical econometrics |
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.