Econometric Modeling: A Likelihood Approach

4,33 valoración promedio
( 3 valoraciones por Goodreads )
 
9780691130897: 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 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.

"Sinopsis" puede pertenecer a otra edición de este libro.

From the Inside Flap:

"Hendry and Nielsen's Econometric Modeling is a well-thought-out alternative to other introductory econometric textbooks. I especially like the decision to treat time-series and cross-section analysis simultaneously, since the dichotomy between them, which arises in most other texts, is artificial."--Douglas Steigerwald, University of California, Santa Barbara

"This textbook is concise, up-to-date, and largely self-contained. The models it presents are just complicated enough to set out the main econometric ideas."--Marius Ooms, Free University, Amsterdam

About the Author:

David F. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Bent Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: EUR 3,34
De Reino Unido a Estados Unidos de America

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

David F. Hendry, Bent Nielsen, Bent Nielsen
Editorial: Princeton University Press 2007-04-17, Princeton, N.J. |Woodstock (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos paperback Cantidad: > 20
Librería
Blackwell's
(Oxford, OX, Reino Unido)
Valoración
[?]

Descripción Princeton University Press 2007-04-17, Princeton, N.J. |Woodstock, 2007. paperback. Estado de conservación: New. Nº de ref. de la librería 9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 59,61
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,34
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

2.

David F. Hendry
Editorial: Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Cantidad: 9
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Princeton University Press, 2007. PAP. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería WP-9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 53,02
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,02
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

3.

David F. Hendry, Bent Nielsen
Editorial: Princeton University Press, United States (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Paperback Cantidad: 1
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción Princeton University Press, United States, 2007. Paperback. Estado de conservación: New. Language: English . Brand New Book. 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. Nº de ref. de la librería AAZ9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,86
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

David F. Hendry, Bent Nielsen
Editorial: Princeton University Press, United States (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Paperback Cantidad: 1
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción Princeton University Press, United States, 2007. Paperback. Estado de conservación: New. Language: English . Brand New Book. 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. Nº de ref. de la librería AAZ9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 67,22
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

David F. Hendry; Bent Nielsen
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Cantidad: 2
Librería
Speedy Hen LLC
(Sunrise, FL, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Bookseller Inventory # ST0691130892. Nº de ref. de la librería ST0691130892

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 68,89
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Hendry, David F.; Nielsen, Bent
Editorial: Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Tapa blanda Cantidad: 2
Librería
Valoración
[?]

Descripción Princeton University Press, 2007. Estado de conservación: New. 2007. Paperback. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. Focusing on modeling, this book aims to give students the statistical foundations of estimation and inference, and also presents a thorough understanding of econometric techniques. Num Pages: 384 pages, 50 line illus. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 247 x 178 x 29. Weight in Grams: 734. . . . . . . Nº de ref. de la librería V9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 74,13
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Irlanda a Estados Unidos de America
Destinos, gastos y plazos de envío

7.

David F. Hendry, Bent Nielsen
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Paperback Cantidad: 2
Librería
Ria Christie Collections
(Uxbridge, Reino Unido)
Valoración
[?]

Descripción Paperback. Estado de conservación: New. Not Signed; 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. book. Nº de ref. de la librería ria9780691130897_rkm

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 72,28
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 4,31
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

8.

David F. Hendry; Bent Nielsen
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Cantidad: 2
Librería
BWB
(Valley Stream, NY, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97806911308970000000

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 76,98
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

9.

David F. Hendry
Editorial: Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Cantidad: > 20
Impresión bajo demanda
Librería
Pbshop
(Wood Dale, IL, Estados Unidos de America)
Valoración
[?]

Descripción Princeton University Press, 2007. PAP. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IQ-9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 74,61
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,42
A Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Hendry, David F.; Nielsen, Bent
Editorial: Princeton University Press
ISBN 10: 0691130892 ISBN 13: 9780691130897
Nuevos Tapa blanda Cantidad: 2
Librería
Kennys Bookstore
(Olney, MD, Estados Unidos de America)
Valoración
[?]

Descripción Princeton University Press. Estado de conservación: New. 2007. Paperback. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. Focusing on modeling, this book aims to give students the statistical foundations of estimation and inference, and also presents a thorough understanding of econometric techniques. Num Pages: 384 pages, 50 line illus. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 247 x 178 x 29. Weight in Grams: 734. . . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780691130897

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 78,36
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda