Description: Further DetailsTitle: Econometric ModelingCondition: NewEAN: 9780691130897ISBN: 9780691130897Publisher: Princeton University PressFormat: PaperbackRelease Date: 03/25/2007Item Height: 254mmItem Length: 178mmItem Weight: 652gAuthor: Bent Nielsen, David F. HendryLanguage: EnglishSubtitle: A Likelihood ApproachISBN-10: 0691130892Description: 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.Country/Region of Manufacture: USGenre: Business & FinanceRelease Year: 2007 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Econometric Modeling
Title: Econometric Modeling
EAN: 9780691130897
ISBN: 9780691130897
Release Date: 03/25/2007
Release Year: 2007
Subtitle: A Likelihood Approach
ISBN-10: 0691130892
Country/Region of Manufacture: US
Genre: Business & Finance
Number of Pages: 384 Pages
Language: English
Publication Name: Econometric Modeling : a Likelihood Approach
Publisher: Princeton University Press
Subject: Econometrics
Item Height: 0.8 in
Publication Year: 2007
Item Weight: 23 Oz
Type: Textbook
Item Length: 10.1 in
Subject Area: Business & Economics
Author: Bent Nielsen, David F. Hendry
Item Width: 7.7 in
Format: Perfect
