MARC Record from Library of Congress

LEADER: 02281cam a2200397 a 4500
001 2006052859
003 DLC
005 20111213083713.0
008 061204s2007 njua b 001 0 eng
010 $a 2006052859
015 $aGBA706415$2bnb
016 7 $a013650539$2Uk
020 $a9780691131283 (alk. paper)
020 $a0691131287 (alk. paper)
020 $a9780691130897 (pbk. : alk. paper)
020 $a0691130892 (pbk. : alk. paper)
035 $a(OCoLC)ocm76937358
040 $aDLC$beng$cDLC$dUKM$dBAKER$dBTCTA$dC#P$dYDXCP$dIXA$dEU0$dNLGGC$dMUQ$dTSU$dDEBBG$dOCL$dDLC
050 00 $aHB141$b.H459 2007
082 00 $a330.01/5195$222
084 $a83.03$2bcl
084 $aQH 320$2rvk
084 $aWIR 017f$2stub
100 1 $aHendry, David F.
245 10 $aEconometric modeling :$ba likelihood approach /$cDavid F. Hendry, Bent Nielsen.
260 $aPrinceton, N.J. :$bPrinceton University Press,$cc2007.
300 $axii, 365 p. :$bill. ;$c26 cm.
490 0 $aPrinceton paperbacks
504 $aIncludes bibliographical references (p. [345]-355) and indexes.
505 0 $aThe Bernoulli model -- Inference in the Bernoulli model -- A first regression model -- The logit model -- The two-variable regression model -- The matrix algebra of two-variable regression -- The multiple regression model -- The matrix algebra of multiple regression -- Mis-specification analysis in cross sections -- Strong exogeneity -- Empirical models and modeling -- Autoregressions and stationarity -- Mis-specification analysis in time series -- The vector autoregressive model -- Identification of structural models -- Non-stationary time series -- Cointegration -- Monte Carlo simulation experiments -- Automatic model selection -- Structural breaks -- Forecasting -- The way ahead.
650 0 $aEconometric models.
650 0 $aEconometrics.
700 1 $aNielsen, Bent,$d1969-
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0704/2006052859-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0704/2006052859-d.html
856 41 $3Table of contents$uhttp://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=015499934&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA