Econometric modeling : a likelihood approach / David F. Hendry, Bent Nielsen.

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Published: Princeton, N.J. : Princeton University Press, 2007.
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020 |a 0691131287 (alk. paper) 
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020 |a 0691130892 (pbk. : alk. paper) 
035 |a 11156687 
035 |a (DLC) 2006052859 
035 |a (BNAtoc) 2006052859 
035 |a (Nz)11156687 
035 |a (OCoLC)76937358 
040 |a DLC 
050 0 0 |a HB141  |b .H459 2007 
082 0 0 |a 330.01/5195  |2 22 
097 |3 Bib#:  |a 1054781 
100 1 |a Hendry, David F. 
245 1 0 |a Econometric modeling :  |b a likelihood approach /  |c David F. Hendry, Bent Nielsen. 
260 |a Princeton, N.J. :  |b Princeton University Press,  |c 2007. 
300 |a xii, 365 p. :  |b ill. ;  |c 26 cm. 
504 |a Includes bibliographical references (p. [345]-355) and index. 
505 0 0 |g Ch. 1.  |t The Bernoulli model --  |g Ch. 2.  |t Inference in the Bernoulli model --  |g Ch. 3.  |t A first regression model --  |g Ch. 4.  |t The logit model --  |g Ch. 5.  |t The two-variable regression model --  |g Ch. 6.  |t The matrix algebra of two-variable regression --  |g Ch. 7.  |t The multiple regression model --  |g Ch. 8.  |t The matrix algebra of multiple regression --  |g Ch. 9.  |t Mis-specification analysis in cross sections --  |g Ch. 10.  |t Strong exogeneity --  |g Ch. 11.  |t Empirical models and modeling --  |g Ch. 12.  |t Autoregressions and stationarity --  |g Ch. 13.  |t Mis-specification analysis in time series --  |g Ch. 14.  |t The vector autoregressive model --  |g Ch. 15.  |t Identification of structural models --  |g Ch. 16.  |t Non-stationary time series --  |g Ch. 17.  |t Cointegration --  |g Ch. 18.  |t Monte Carlo simulation experiments --  |g Ch. 19.  |t Automatic model selection --  |g Ch. 20.  |t Structural breaks --  |g Ch. 21.  |t Forecasting --  |g Ch. 22.  |t The way ahead. 
650 0 |a Econometric models. 
650 0 |a Econometrics. 
700 1 |a Nielsen, Bent. 
991 |a 2007-08-24 
992 |a Created by sico, 24/08/2007. Updated by glwo, 09/11/2007. 
999 f f |i e9bd9ea0-a1b1-56ca-8779-2e17765e523b  |s 43b7744a-e272-56b6-9f99-81e06dce1b39  |t 0 
952 f f |p For loan  |a University Of Canterbury  |b UC Libraries  |c Central Library  |d Central Library, Level 9  |t 0  |e HB 141 .H498 e 2007  |h Library of Congress classification  |i Book  |m AU14484153B