Dynamic econometrics / David F. Hendry.
نوع المادة : نصالسلاسل:Advanced texts in econometricsالناشر:Oxford : Oxford University Press, 1995وصف:xxxiv, 869 pages ; 24 cmنوع المحتوى:- text
- unmediated
- volume
- 0198283172 (hbk) :
- £50.00
- 0198283164 (pbk)
- HB141 H458 1995
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HB141 H458 1995 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000041514 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HB141 G56 2006 Global and national macroeconometric modelling : a long-run structural approach / | HB141 .H365 2008 Robustness / | HB 141 H373 1995 Using cointegration analysis in econometric modelling | HB141 H458 1995 Dynamic econometrics / | HB141 .H62 1989 Optimal control, expectations and uncertainty / | HB141 .H62 1989 Optimal control, expectations and uncertainty / | HB141 J64 1995 Likelihood-based inference in cointegrated vector autoregressive models |
Includes bibliography (pages 819-845) and indexes.
1. Introduction -- 2. Econometric Concepts -- 3. Econometric Tools and Techniques -- 4. Dynamics and Interdependence -- 5. Exogeneity and Causality -- 6. Interpreting Linear Models -- 7. A Typology of Linear Dynamic Equations -- 8. Dynamic Systems -- 9. The Theory of Reduction -- 10. Likelihood -- 11. Simultaneous Equations Systems -- 12. Measurement Problems in Econometrics -- 13. Testing and Evaluation -- 14. Encompassing -- 15. Modelling Issues -- 16. Econometrics in Action -- App. A1 Matrix Algebra -- App. A2 Probability and Distributions -- App. A3 Statistical Theory -- App. A4 Asymptotic Distribution Theory -- App. A5 Numerical Optimization Methods -- App. A6 Macro-Econometric Models.
Dynamic Econometrics presents a systematic and operational approach to econometric modelling, based on the outcome of a twenty-year research programme. It addresses the practical difficulties of modelling data when the mechanism is unknown, with theory and evidence interlinked at every stage of the discussion.
The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. This book develops an econometric approach which sustains constructive modelling, clarifies the status of empirical econometric models, and formulates structured tools for critically appraising evidence.