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 |
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.
