978-0-691-13128-3
IR
89-608
انگلیسی
IR
Econometric modeling
[Book]
:a likelihood approach
/ David F. Hendry, Bent Nielsen
Princeton, N.J.
: Princeton University Press,
, c2007.
xii, 365 p. , ill; 26 cm.
(Princeton paperbacks)
Language: انگلیسی
Print
Includes bibliographical references (p. [345]-355) and indexes.
The Bernoulli model -- Inference in the Bernoulli model -- A first regression model -- The logit model -- The two-variable regression model -- The matrix algebra of two-variable regression -- The multiple regression model -- The matrix algebra of multiple regression -- Mis-specification analysis in cross sections -- Strong exogeneity -- Empirical models and modeling -- Autoregressions and stationarity -- Mis-specification analysis in time series -- The vector autoregressive model -- Identification of structural models -- Non-stationary time series -- Cointegration -- Monte Carlo simulation experiments -- Automatic model selection -- Structural breaks -- Forecasting -- The way ahead.
Econometric models
Econometrics
HB141
.
H459
Hendry, David F.
Nielsen, Bent
ایران
old catalog
p
BL
1
a
Y
