Econometric Modeling: A Likelihood Approach

4.33 avg rating
( 3 ratings by Goodreads )
 
9780691130897: Econometric Modeling: A Likelihood Approach
View all copies of this ISBN edition:
 
 


Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques.


David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied.



Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.

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

From the Back Cover:

"Hendry and Nielsen's Econometric Modeling is a well-thought-out alternative to other introductory econometric textbooks. I especially like the decision to treat time-series and cross-section analysis simultaneously, since the dichotomy between them, which arises in most other texts, is artificial."--Douglas Steigerwald, University of California, Santa Barbara

"This textbook is concise, up-to-date, and largely self-contained. The models it presents are just complicated enough to set out the main econometric ideas."--Marius Ooms, Free University, Amsterdam

About the Author:

David F. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Bent Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College

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

Top Search Results from the AbeBooks Marketplace

1.

David F. Hendry, Bent Nielsen
Published by Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Paperback Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2007. Paperback. Condition: New. Seller Inventory # DADAX0691130892

More information about this seller | Contact this seller

Buy New
US$ 74.45
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

2.

David F. Hendry
Published by Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Princeton University Press, 2007. PAP. Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Seller Inventory # WP-9780691130897

More information about this seller | Contact this seller

Buy New
US$ 66.81
Convert Currency

Add to Basket

Shipping: US$ 12.62
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

David F. Hendry; Bent Nielsen
Published by Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Softcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2007. Condition: New. book. Seller Inventory # M0691130892

More information about this seller | Contact this seller

Buy New
US$ 86.30
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

4.

David F. Hendry, Bent Nielsen
Published by Princeton University Press, United States (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Paperback Quantity Available: 10
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2007. Paperback. Condition: New. Language: English . Brand New Book. Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research. Seller Inventory # AAH9780691130897

More information about this seller | Contact this seller

Buy New
US$ 86.86
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

David F. Hendry
Published by Princeton University Press (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2007. PAP. Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # IQ-9780691130897

More information about this seller | Contact this seller

Buy New
US$ 84.48
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

6.

David F. Hendry, Bent Nielsen
Published by Princeton University Press, United States (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Paperback Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2007. Paperback. Condition: New. Language: English . Brand New Book. Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research. Seller Inventory # AAH9780691130897

More information about this seller | Contact this seller

Buy New
US$ 89.65
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

David F. Hendry, Bent Nielsen
Published by Princeton University Press 2007-03-05, Princeton, N.J. |Woodstock (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New paperback Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Princeton University Press 2007-03-05, Princeton, N.J. |Woodstock, 2007. paperback. Condition: New. Seller Inventory # 9780691130897

More information about this seller | Contact this seller

Buy New
US$ 91.01
Convert Currency

Add to Basket

Shipping: US$ 8.42
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Hendry, David F.
Published by Princeton University Press (2018)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Paperback Quantity Available: > 20
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Princeton University Press, 2018. Paperback. Condition: New. Never used! This item is printed on demand. Seller Inventory # 0691130892

More information about this seller | Contact this seller

Buy New
US$ 108.04
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

9.

David F. Hendry, Bent Nielsen
Published by Princeton University Press, United States (2007)
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Paperback Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Princeton University Press, United States, 2007. Paperback. Condition: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques. David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research. Seller Inventory # BTE9780691130897

More information about this seller | Contact this seller

Buy New
US$ 113.24
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

David F. Hendry
Published by Princeton University Press
ISBN 10: 0691130892 ISBN 13: 9780691130897
New Paperback Quantity Available: > 20
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Princeton University Press. Paperback. Condition: New. New copy - Usually dispatched within 2 working days. Seller Inventory # B9780691130897

More information about this seller | Contact this seller

Buy New
US$ 105.91
Convert Currency

Add to Basket

Shipping: US$ 9.74
From United Kingdom to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book