Econometric modeling a likelihood approach - Hendry, David F.; Nielsen, Bent 1969-. (Princeton, N.J. Princeton University Press, 2007)
Contents: Chapter 1: The Bernoulli Model - - Chapter 2: Inference in the Bernoulli Model - - Chapter 3: A first Regression Model - - Chapter 4: The Login Model - - Chapter 5: The Two-Variable Regression Model - - Chapter 6: The Matrix Algebra of Two-Variable Regression - - Chapter 7: The Multiple Regression Model - - Chapter 8: The Matrix Algebra of Multiple Regression - - Chapter 9: Mis-Specification Analysis in Cross Sections - - Chapter 10: Strong Exogeneity - - Chapter 11: Empirical Models and Modeling - - Chapter 12: Autoregressions and Stationarity - - Chapter 13: Mis-Specification Analysis in Time Series - - Chapter 14: The Vector Autoregressive Model - - Chapter 15: Identification of Structural Models - - Chapter 16: Non-Stationary Time Series - - Chapter 17: Cointegration - - Chapter 18: Monte Carlo Simulation Experiments - - Chapter 19: Automatic Model Selection - - Chapter 20: Structural Breaks - - Chapter 21: Forecasting - - Chapter 22: The Way Ahead.
Keywords: Econometric models; Econometrics