000			01618cam a2200277 a 4500
999			_c3523 _d3523
001			21041
010			_a 2006052859
020			_a9780691131283
020			_a0691131287 (alk. paper)
020			_a9780691130897 (pbk. : alk. paper)
020			_a0691130892 (pbk. : alk. paper)
040			_aDLC
082	0	0	_a330.01/5195
100	1		_aHendry, David F. _946602
245	1	0	_aEconometric modeling : _ba likelihood approach _cDavid F. Hendry, Bent Nielsen
260			_aPrinceton, N.J. : _bPrinceton University Press, _cc2007.
300			_axii, 365 p. : _bill ; _c26 cm.
490	0		_aPrinceton paperbacks
504			_aIncludes bibliographical references (p. [345]-355) and indexes.
505	0		_aThe 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	_aEconometric models _946603
650		0	_aEconometrics _91627
700	1		_aNielsen, Bent _946604
856			_uhttps://uowd.box.com/s/dwwl7wpag5q1dnxa8tb3j6ubfj3sh1ah _zLocation Map
942			_cREGULAR _2ddc