Dynamic econometrics
The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with met...
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| Tác giả chính: | |
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| Tác giả khác: | |
| Ngôn ngữ: | Undetermined English |
| Được phát hành: |
Oxford,New York
Oxford University Press
1997
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| Những chủ đề: | |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Trà Vinh |
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| LEADER | 01523nam a2200265Ia 4500 | ||
|---|---|---|---|
| 001 | TVU_11458 | ||
| 008 | 210423s9999 xx 000 0 und d | ||
| 020 | |a 0198283164 | ||
| 020 | |a 9780198283164 | ||
| 041 | |a eng | ||
| 082 | |a 330.015195 | ||
| 082 | |b D249 | ||
| 100 | |a Hendry, David F. | ||
| 245 | 0 | |a Dynamic econometrics | |
| 245 | 0 | |c David F. Hendry | |
| 260 | |a Oxford,New York | ||
| 260 | |b Oxford University Press | ||
| 260 | |c 1997 | ||
| 300 | |a xxxiv, 869 p. | ||
| 300 | |b ill. | ||
| 300 | |c 24 cm | ||
| 520 | |a The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an extensive study of US money demand. The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching | ||
| 650 | |a Econometric models; Modèles économétriques | ||
| 700 | |a David F. Hendry | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Trà Vinh | ||