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Econometric Modeling : A Likelihood Approach

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 approac...

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Detalles Bibliográficos
Autor principal: Hendry, David F.
Otros Autores: Nielsen, Bent
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New Jersey : Princeton University Press, 2012.
Colección:Book collections on Project MUSE.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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 cointe.
Descripción Física:1 online resource.
ISBN:9781400845651