Dynamic econometrics /

Bibliographic Details
Main Author: Hendry, David Forbes, 1944-
Format: Book
Published: New York, N.Y. : Oxford University Press, 2001
Subjects:
Online Access:Información sobre el autor
Table of Contents:
  • 1. Concepts, models, and processes in econometrics: Econometric tools and techniques. Dynamics and interdependence. Exogeneity and causality. Interpreting linear models. A typology of linear dynamic equations. Dynamic systems. The theory of reduction. 2. Statistical tools for econometric analysis: Likelihood. Simultaneous equations systems. Measurement problems in econometrics. Testing and evaluation. 3. Empirical modelling. Encompassing. Modelling issues. Econometrics in action. 4. Appendices. :Matrix algebra. Probability and distributions. Statistical theory. Asymptotic distribution theory. Numerical optimization methods. Macro-econometric models.