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Econometric Modeling: A Likelihood Approach
David F. Hendry
€ 104.11
€ 80.00
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Description for Econometric Modeling: A Likelihood Approach
Paperback. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. Focusing on modeling, this book aims to give students the statistical foundations of estimation and inference, and also presents a thorough understanding of econometric techniques. Num Pages: 384 pages, 50 line illus. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 247 x 178 x 29. Weight in Grams: 734.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2007
Publisher
Princeton University Press United States
Number of pages
384
Condition
New
Number of Pages
384
Place of Publication
New Jersey, United States
ISBN
9780691130897
SKU
V9780691130897
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About David F. Hendry
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
Reviews for Econometric Modeling: A Likelihood Approach
"Hendry and Nielsen's somewhat unusual data-driven approach works well...providing genuine insights at a reasonably advanced level."
John Hudson, Times Higher Education "Summing up: A remarkable achievement, a beautiful piece of work, engaging the reader quickly with the subject matter, Econometric Modeling provides a good introduction to the field for aspiring and advanced students and also contains valuable material and hints for ... Read more
John Hudson, Times Higher Education "Summing up: A remarkable achievement, a beautiful piece of work, engaging the reader quickly with the subject matter, Econometric Modeling provides a good introduction to the field for aspiring and advanced students and also contains valuable material and hints for ... Read more