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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Bibliographic Details
Main Authors: Hendry, D, Nielsen, B
Format: Book
Language:English
Published: Princeton University Press 2007