Articoli correlati a Econometric Modeling: A Likelihood Approach
Sinossi
Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques.
David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied.
Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
David F. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Bent Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College
Dalla quarta di copertina
"Hendry and Nielsen's Econometric Modeling is a well-thought-out alternative to other introductory econometric textbooks. I especially like the decision to treat time-series and cross-section analysis simultaneously, since the dichotomy between them, which arises in most other texts, is artificial."--Douglas Steigerwald, University of California, Santa Barbara
"This textbook is concise, up-to-date, and largely self-contained. The models it presents are just complicated enough to set out the main econometric ideas."--Marius Ooms, Free University, Amsterdam
Dal risvolto di copertina interno
"Hendry and Nielsen's Econometric Modeling is a well-thought-out alternative to other introductory econometric textbooks. I especially like the decision to treat time-series and cross-section analysis simultaneously, since the dichotomy between them, which arises in most other texts, is artificial."--Douglas Steigerwald, University of California, Santa Barbara
"This textbook is concise, up-to-date, and largely self-contained. The models it presents are just complicated enough to set out the main econometric ideas."--Marius Ooms, Free University, Amsterdam
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditorePrinceton Univ Pr
- Data di pubblicazione2007
- ISBN 10 0691131287
- ISBN 13 9780691131283
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine365
- Contatto del produttorenon disponibile
(nessuna copia disponibile)
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