Items related to Dynamic Econometrics (Advanced Texts in Econometrics)

Dynamic Econometrics (Advanced Texts in Econometrics) - Hardcover

  • 4.08 out of 5 stars
    12 ratings by Goodreads
 
9780198283171: Dynamic Econometrics (Advanced Texts in Econometrics)

Synopsis

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. Professor Hendry deals with methodological issues of model discovery, data mining, and progressive research strategies, and with major tools for modelling (including recursive methods, encompassing, super exogeneity, and invariance tests). In addition, he considers practical problems of collinearity, heteroscedacity, and measurement errors, and includes an extensive study of UK money demand. The book is self contained, with technical background covered in appendices of matrix algebra, probability theory, regression, asymptotic distribution theory, numerical optimization, and macro-econometrics. Mathematical results appear in solved examples and exercises, and live classroom teaching of econometrics via computer demonstrations is stressed. The structure of the book makes it of practical value to economists investigating empirical phenomena, to advanced undergraduate and graduate econometrics students, and to statisticians involved in the analysis of social science time series.

"synopsis" may belong to another edition of this title.

About the Author

David Hendry is at Nuffield College, Oxford.

Review


"This is a book of really breathtaking scope and vision that argues with fervor (in econometrics!) for a methodological viewpoint that aims to tell us how to do econometrics." --Econometric Reviews


"About this title" may belong to another edition of this title.

Buy Used

Condition: Very Good
869 Seiten Exemplar aus einer wissenchaftlichen...
View this item

US$ 27.88 shipping from Germany to U.S.A.

Destination, rates & speeds

Other Popular Editions of the Same Title

9780198283164: Dynamic Econometrics (Advanced Texts in Econometrics)

Featured Edition

ISBN 10:  0198283164 ISBN 13:  9780198283164
Publisher: Oxford University Press, 1995
Softcover

Search results for Dynamic Econometrics (Advanced Texts in Econometrics)

Stock Image

Hendry, David F.
ISBN 10: 0198283172 ISBN 13: 9780198283171
Used Hardcover

Seller: NEPO UG, Rüsselsheim am Main, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: Gut. 869 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 1530 24,1 x 16,7 x 5,6 cm, Gebundene Ausgabe. Seller Inventory # 383457

Contact seller

Buy Used

US$ 106.50
Convert currency
Shipping: US$ 27.88
From Germany to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket

Stock Image

Hendry, David F.
Published by Oxford University Press, 1995
ISBN 10: 0198283172 ISBN 13: 9780198283171
Used Hardcover

Seller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Seller Inventory # Z1-Q-005-03255

Contact seller

Buy Used

US$ 200.77
Convert currency
Shipping: US$ 14.21
From United Kingdom to U.S.A.
Destination, rates & speeds

Quantity: 1 available

Add to basket