00000cam a22000004a 4500 UP-99796217608795868 Buklod 20250303094409.0 aa r ||| u ta 250303s2007 nju r |||| u|eng d 9780691130897 (iLib)UPD-00081498229 DECON rda eng DMLUC HB 141 H445 2007 Hendry, David F. author. Econometric modeling a likelihood approach David F. Hendry, Bent Nielsen. Princeton, N.J. Princeton University Press c2007. xii, 365 p. ill. 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. Econometric models. Econometrics. Nielsen, Bent 1969-. Book FO UPD DECON HB 141 H445 2007 UPD DSTC HB 141 H445 2007 Book