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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Princeton, NJ
Princeton University Press
[2012]
|
| Subjects: | |
| Online Access: | DE-1046 DE-1043 DE-858 DE-859 DE-860 DE-739 DE-473 Volltext |
| Summary: | 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 |
| Item Description: | Description based on online resource; title from PDF title page (publisher's Web site, viewed 01. Dez 2022) |
| Physical Description: | 1 Online-Ressource (384 Seiten) 50 line illus |
| ISBN: | 9781400845651 |
| DOI: | 10.1515/9781400845651 |
Staff View
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV048607769 | ||
| 003 | DE-604 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 221213s2012 xx a||| o|||| 00||| eng d | ||
| 020 | |a 9781400845651 |9 978-1-4008-4565-1 | ||
| 024 | 7 | |a 10.1515/9781400845651 |2 doi | |
| 035 | |a (ZDB-23-DGG)9781400845651 | ||
| 035 | |a (OCoLC)1355308070 | ||
| 035 | |a (DE-599)BVBBV048607769 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1043 |a DE-1046 |a DE-858 |a DE-859 |a DE-860 |a DE-473 |a DE-739 | ||
| 082 | 0 | |a 330.015195 | |
| 100 | 1 | |a Hendry, David F. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Econometric Modeling |b A Likelihood Approach |c David F. Hendry, Bent Nielsen |
| 264 | 1 | |a Princeton, NJ |b Princeton University Press |c [2012] | |
| 264 | 4 | |c © 2007 | |
| 300 | |a 1 Online-Ressource (384 Seiten) |b 50 line illus | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 01. Dez 2022) | ||
| 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 | ||
| 546 | |a In English | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Econometrics |2 bisacsh | |
| 650 | 4 | |a Econometric models | |
| 650 | 4 | |a Econometrics | |
| 700 | 1 | |a Nielsen, Bent |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-23-DGG | ||
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-033983192 | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-1046 |p ZDB-23-DGG |q FAW_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-1043 |p ZDB-23-DGG |q FAB_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-858 |p ZDB-23-DGG |q FCO_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-859 |p ZDB-23-DGG |q FKE_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-860 |p ZDB-23-DGG |q FLA_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-739 |p ZDB-23-DGG |q UPA_PDA_DGG |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1515/9781400845651?locatt=mode:legacy |l DE-473 |p ZDB-23-DGG |q UBG_PDA_DGG |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1824508163435528192 |
|---|---|
| adam_text | |
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Hendry, David F. |
| author_facet | Hendry, David F. |
| author_role | aut |
| author_sort | Hendry, David F. |
| author_variant | d f h df dfh |
| building | Verbundindex |
| bvnumber | BV048607769 |
| collection | ZDB-23-DGG |
| ctrlnum | (ZDB-23-DGG)9781400845651 (OCoLC)1355308070 (DE-599)BVBBV048607769 |
| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1515/9781400845651 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000zc 4500</leader><controlfield tag="001">BV048607769</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">221213s2012 xx a||| o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781400845651</subfield><subfield code="9">978-1-4008-4565-1</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9781400845651</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-23-DGG)9781400845651</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1355308070</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048607769</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1043</subfield><subfield code="a">DE-1046</subfield><subfield code="a">DE-858</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-739</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.015195</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hendry, David F.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Econometric Modeling</subfield><subfield code="b">A Likelihood Approach</subfield><subfield code="c">David F. Hendry, Bent Nielsen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Princeton, NJ</subfield><subfield code="b">Princeton University Press</subfield><subfield code="c">[2012]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (384 Seiten)</subfield><subfield code="b">50 line illus</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Description based on online resource; title from PDF title page (publisher's Web site, viewed 01. Dez 2022)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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</subfield></datafield><datafield tag="546" ind1=" " ind2=" "><subfield code="a">In English</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Econometrics</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Nielsen, Bent</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-23-DGG</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033983192</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-1046</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FAW_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-1043</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FAB_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-858</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FCO_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-859</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FKE_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-860</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FLA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-739</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">UPA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9781400845651?locatt=mode:legacy</subfield><subfield code="l">DE-473</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">UBG_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV048607769 |
| illustrated | Illustrated |
| index_date | 2024-07-03T21:11:19Z |
| indexdate | 2025-02-19T17:36:15Z |
| institution | BVB |
| isbn | 9781400845651 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-033983192 |
| oclc_num | 1355308070 |
| open_access_boolean | |
| owner | DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-473 DE-BY-UBG DE-739 |
| owner_facet | DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-473 DE-BY-UBG DE-739 |
| physical | 1 Online-Ressource (384 Seiten) 50 line illus |
| psigel | ZDB-23-DGG ZDB-23-DGG FAW_PDA_DGG ZDB-23-DGG FAB_PDA_DGG ZDB-23-DGG FCO_PDA_DGG ZDB-23-DGG FKE_PDA_DGG ZDB-23-DGG FLA_PDA_DGG ZDB-23-DGG UPA_PDA_DGG ZDB-23-DGG UBG_PDA_DGG |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Princeton University Press |
| record_format | marc |
| 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 |
| work_keys_str_mv | AT hendrydavidf econometricmodelingalikelihoodapproach AT nielsenbent econometricmodelingalikelihoodapproach |