Econometric Modeling: A Likelihood Approach
Presents a likelihood-based introduction to econometrics. Discusses 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...
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| Fformat: | Llyfr |
| Iaith: | English |
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Princeton University Press
2007
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| _version_ | 1826292305150083072 |
|---|---|
| author | Hendry, D Nielsen, B |
| author_facet | Hendry, D Nielsen, B |
| author_sort | Hendry, D |
| collection | OXFORD |
| description | Presents a likelihood-based introduction to econometrics. Discusses 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; misspecification analysis in cross sections; strong exogeneity; empirical models and modeling; autoregressions and stationarity; misspecification analysis in time series; the vector autoregressive model; identification of structural models; nonstationary time series; cointegration; Monte Carlo simulation experiments; automatic model selection; structural breaks; forecasting; and the way ahead. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College. Author and subject indexes. |
| first_indexed | 2024-03-07T03:12:38Z |
| format | Book |
| id | oxford-uuid:b4b2d1bf-b2cc-4858-be22-128e54ad715a |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T03:12:38Z |
| publishDate | 2007 |
| publisher | Princeton University Press |
| record_format | dspace |
| spelling | oxford-uuid:b4b2d1bf-b2cc-4858-be22-128e54ad715a2022-03-27T04:28:10ZEconometric Modeling: A Likelihood ApproachBookhttp://purl.org/coar/resource_type/c_2f33uuid:b4b2d1bf-b2cc-4858-be22-128e54ad715aEnglishDepartment of Economics - ePrintsPrinceton University Press2007Hendry, DNielsen, BPresents a likelihood-based introduction to econometrics. Discusses 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; misspecification analysis in cross sections; strong exogeneity; empirical models and modeling; autoregressions and stationarity; misspecification analysis in time series; the vector autoregressive model; identification of structural models; nonstationary time series; cointegration; Monte Carlo simulation experiments; automatic model selection; structural breaks; forecasting; and the way ahead. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College. Author and subject indexes. |
| spellingShingle | Hendry, D Nielsen, B Econometric Modeling: A Likelihood Approach |
| title | Econometric Modeling: A Likelihood Approach |
| title_full | Econometric Modeling: A Likelihood Approach |
| title_fullStr | Econometric Modeling: A Likelihood Approach |
| title_full_unstemmed | Econometric Modeling: A Likelihood Approach |
| title_short | Econometric Modeling: A Likelihood Approach |
| title_sort | econometric modeling a likelihood approach |
| work_keys_str_mv | AT hendryd econometricmodelingalikelihoodapproach AT nielsenb econometricmodelingalikelihoodapproach |