Econometric Modeling: A Likelihood Approach

by David F. Hendry and Bent Nielsen

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0691130892
• ISBN13: 9780691130897
• Release Date: March 2007
• Publisher: Princeton University Press
• Length: 384 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.0" x 7.1" x 10.0"