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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| Format: | Book |
Table of Contents:
- Ch. 1. The Bernoulli model
- Ch. 2. Inference in the Bernoulli model
- Ch. 3. A first regression model
- Ch. 4. The logit model
- Ch. 5. The two-variable regression model
- Ch. 6. The matrix algebra of two-variable regression
- Ch. 7. The multiple regression model
- Ch. 8. The matrix algebra of multiple regression
- Ch. 9. Mis-specification analysis in cross sections
- Ch. 10. Strong exogeneity
- Ch. 11. Empirical models and modeling
- Ch. 12. Autoregressions and stationarity
- Ch. 13. Mis-specification analysis in time series
- Ch. 14. The vector autoregressive model
- Ch. 15. Identification of structural models
- Ch. 16. Non-stationary time series
- Ch. 17. Cointegration
- Ch. 18. Monte Carlo simulation experiments
- Ch. 19. Automatic model selection
- Ch. 20. Structural breaks
- Ch. 21. Forecasting
- Ch. 22. The way ahead.
