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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Princeton, NJ
Princeton University Press
[2012]
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| Schlagworte: | |
| Online-Zugang: | FAW01 FAB01 FCO01 FHA01 FKE01 FLA01 UPA01 UBG01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | Description based on online resource; title from PDF title page (publisher's Web site, viewed 01. Dez 2022) |
| Beschreibung: | 1 Online-Ressource (384 Seiten) 50 line illus |
| ISBN: | 9781400845651 |
| DOI: | 10.1515/9781400845651 |
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| 520 | |a 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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Datensatz im Suchindex
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| index_date | 2024-07-03T21:11:19Z |
| indexdate | 2024-07-10T09:42:50Z |
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| isbn | 9781400845651 |
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| spelling | Hendry, David F. Verfasser aut Econometric Modeling A Likelihood Approach David F. Hendry, Bent Nielsen Princeton, NJ Princeton University Press [2012] © 2007 1 Online-Ressource (384 Seiten) 50 line illus txt rdacontent c rdamedia cr rdacarrier Description based on online resource; title from PDF title page (publisher's Web site, viewed 01. Dez 2022) 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 In English BUSINESS & ECONOMICS / Econometrics bisacsh Econometric models Econometrics Nielsen, Bent Sonstige oth https://doi.org/10.1515/9781400845651?locatt=mode:legacy Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Hendry, David F. Econometric Modeling A Likelihood Approach BUSINESS & ECONOMICS / Econometrics bisacsh Econometric models Econometrics |
| title | Econometric Modeling A Likelihood Approach |
| title_auth | Econometric Modeling A Likelihood Approach |
| title_exact_search | Econometric Modeling A Likelihood Approach |
| title_exact_search_txtP | Econometric Modeling A Likelihood Approach |
| title_full | Econometric Modeling A Likelihood Approach David F. Hendry, Bent Nielsen |
| title_fullStr | Econometric Modeling A Likelihood Approach David F. Hendry, Bent Nielsen |
| title_full_unstemmed | Econometric Modeling A Likelihood Approach David F. Hendry, Bent Nielsen |
| title_short | Econometric Modeling |
| title_sort | econometric modeling a likelihood approach |
| title_sub | A Likelihood Approach |
| topic | BUSINESS & ECONOMICS / Econometrics bisacsh Econometric models Econometrics |
| topic_facet | BUSINESS & ECONOMICS / Econometrics Econometric models Econometrics |
| url | https://doi.org/10.1515/9781400845651?locatt=mode:legacy |
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