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 ...
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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.
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Add this copy of Econometric Modeling: a Likelihood Approach to cart. £13.57, good condition, Sold by Greenworld Books rated 5.0 out of 5 stars, ships from Arlington, TX, UNITED STATES, published 2007 by Princeton University Press.
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Good condition book with a firm cover and clean readable pages. Shows normal use including some light wear or limited notes highlighting yet remains a dependable copy overall. Supplemental items like CDs or access codes may not be included.
Add this copy of Econometric Modeling: a Likelihood Approach to cart. £17.66, very good condition, Sold by Solr Books rated 5.0 out of 5 stars, ships from Lincolnwood, IL, UNITED STATES, published 2007 by Princeton University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9780691130897.
Add this copy of Econometric Modeling: a Likelihood Approach to cart. £21.71, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2007 by Princeton University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 9780691130897.
Add this copy of Econometric Modeling: a Likelihood Approach to cart. £39.66, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2007 by Princeton University Press.
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Add this copy of Econometric Modeling-a Likelihood Approach to cart. £74.75, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2007 by Princeton University Press.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
