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Econometric modeling :a likelihood approach /
正題名/作者 ： Econometric modeling :/ David F. Hendry, Bent Nielsen.
其他題名 ： a likelihood approach /
作者 ： Hendry, David F.
其他作者 ： Nielsen, Bent.
出版者 ： Princeton, N.J. :Princeton University Press,c2007.
電子資源 ： http://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
ISBN ： 9780691131283
ISBN ： 0691131287
ISBN ： 9780691130897 (pbk.)
ISBN ： 0691130892 (pbk.)
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008 081106s2007 njua b 001 0 eng
010 $a2006052859
020 $a9780691131283
020 $a0691131287
020 $a9780691130897 (pbk.)
020 $a0691130892 (pbk.)
035 $a00153212
050 00$aHB141$b.H459 2007
082 00$a330.01/5195$222
090 $a330.015195/H385d/////UM033666
100 1 $aHendry, David F.$3168646
245 10$aEconometric modeling :$ba likelihood approach /$cDavid F. Hendry, Bent Nielsen.
260 $aPrinceton, N.J. :$bPrinceton University Press,$cc2007.
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.$3140392
650 0$aEconometrics.$3138945
700 1 $aNielsen, Bent.$3273930
856 42$3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
856 42$3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0704/2006052859-d.html
Hendry, David F.
Econometric modeling :a likelihood approach /David F. Hendry, Bent Nielsen. - Princeton, N.J. :Princeton University Press,c2007.
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.
ISBN: 9780691131283
LCCN: 2006052859Subjects--Topical Terms:
140392
Econometric models.
LC Class. No.: HB141 / .H459 2007
Dewey Class. No.: 330.01/5195
Econometric modeling :a likelihood approach /David F. Hendry, Bent Nielsen. - Princeton, N.J. :Princeton University Press,c2007.
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.
ISBN: 9780691131283
LCCN: 2006052859Subjects--Topical Terms:
140392
Econometric models.
LC Class. No.: HB141 / .H459 2007
Dewey Class. No.: 330.01/5195
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