Econometric modeling: a likelihood approach
Auteur :
Hendry, David F. / Nielsen, Bent
Éditeur :
Princeton University Press
ISBN :
9780691130897
Date de publication :
25 mars 2007
Dimensions :
25,4 x 17,8 cm
Poids :
652 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
USA
The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. Focusing on modeling, this book aims to give students the statistical foundations of estimation and inference, and also presents a thorough understanding of econometric techniques.