skip to content
Dynamic econometrics Preview this item
ClosePreview this item
Checking...

Dynamic econometrics

Author: David F Hendry
Publisher: Oxford ; New York : Oxford University Press, ©1995.
Series: Advanced texts in econometrics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
Dynamic Econometrics presents a systematic and operational approach to econometric modelling, based on the outcome of a twenty-year research programme. It addresses the practical difficulties of modelling data when the mechanism is unknown, with theory and evidence interlinked at every stage of the discussion. The main problem in econometric modelling of time series is discovering sustainable and interpretable  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Einführung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: David F Hendry
ISBN: 0198283172 9780198283171 0198283164 9780198283164
OCLC Number: 32394677
Description: xxxiv, 869 pages : illustrations ; 24 cm.
Contents: 1. Introduction --
2. Econometric Concepts --
3. Econometric Tools and Techniques --
4. Dynamics and Interdependence --
5. Exogeneity and Causality --
6. Interpreting Linear Models --
7. A Typology of Linear Dynamic Equations --
8. Dynamic Systems --
9. The Theory of Reduction --
10. Likelihood --
11. Simultaneous Equations Systems --
12. Measurement Problems in Econometrics --
13. Testing and Evaluation --
14. Encompassing --
15. Modelling Issues --
16. Econometrics in Action ----
Appendixes. A1 Matrix Algebra --
A2 Probability and Distributions --
A3 Statistical Theory --
A4 Asymptotic Distribution Theory --
A5 Numerical Optimization Methods --
A6 Macro-Econometric Models.
Series Title: Advanced texts in econometrics.
Responsibility: David F. Hendry.
More information:

Abstract:

In a systematic and lucid style of econometric modelling of economic time series data, this text presents and analyses methodological issues, theoretical developments such as cointegration, and  Read more...

Reviews

Editorial reviews

Publisher Synopsis

This is a book of really breathtaking scope and vision ... It belongs on every econometrician's bookshelf, whether you buy hendry's vision in its entirety or not. * C. R Nelson, Econometric Reviews *

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/32394677> # Dynamic econometrics
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "32394677" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
   schema:about <http://dewey.info/class/330.015195/e20/> ;
   schema:about <http://id.loc.gov/authorities/subjects/sh85040857> ; # Economics--Mathematical models
   schema:about <http://id.worldcat.org/fast/901567> ; # Econometric models
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Topic/okonometrie> ; # Ökonometrie
   schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Topic/econometrie> ; # Econometrie
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Thing/econometric_models> ; # Econometric models
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Topic/okometrie> ; # Ökometrie
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Topic/dynamische_modellierung> ; # Dynamische Modellierung
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Topic/modeles_econometriques> ; # Modèles économétriques
   schema:about <http://id.worldcat.org/fast/902155> ; # Economics--Mathematical models
   schema:about <http://experiment.worldcat.org/entity/work/data/34581122#Topic/economie_politique_modeles_mathematiques> ; # Économie politique--Modèles mathématiques
   schema:author <http://viaf.org/viaf/85284438> ; # David F. Hendry
   schema:bookFormat bgn:PrintBook ;
   schema:datePublished "1995" ;
   schema:description "1. Introduction -- 2. Econometric Concepts -- 3. Econometric Tools and Techniques -- 4. Dynamics and Interdependence -- 5. Exogeneity and Causality -- 6. Interpreting Linear Models -- 7. A Typology of Linear Dynamic Equations -- 8. Dynamic Systems -- 9. The Theory of Reduction -- 10. Likelihood -- 11. Simultaneous Equations Systems -- 12. Measurement Problems in Econometrics -- 13. Testing and Evaluation -- 14. Encompassing -- 15. Modelling Issues -- 16. Econometrics in Action ---- Appendixes. A1 Matrix Algebra -- A2 Probability and Distributions -- A3 Statistical Theory -- A4 Asymptotic Distribution Theory -- A5 Numerical Optimization Methods -- A6 Macro-Econometric Models."@en ;
   schema:description "Dynamic Econometrics presents a systematic and operational approach to econometric modelling, based on the outcome of a twenty-year research programme. It addresses the practical difficulties of modelling data when the mechanism is unknown, with theory and evidence interlinked at every stage of the discussion. The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. This book develops an econometric approach which sustains constructive modelling, clarifies the status of empirical econometric models, and formulates structured tools for critically appraising evidence. Professor Hendry deals with methodological issues of model discovery, data mining, and progressive research strategies, and with major tools for modelling (including recursive methods, encompassing, super exogeneity, and invariance tests). In addition, he considers practical problems of collinearity, heteroscedacity, and measurement errors, and includes an extensive study of UK money demand. The book is self contained, with technical background covered in appendices of matrix algebra, probability theory, regression, asymptotic distribution theory, numerical optimization, and macro-econometrics. Mathematical results appear in solved examples and exercises, and live classroom teaching of econometrics via computer demonstrations is stressed. The structure of the book makes it of practical value to economists investigating empirical phenomena, to advanced undergraduate and graduate econometrics students, and to statisticians involved in the analysis of social science time series. -- Publisher description."@en ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/34581122> ;
   schema:genre "Einführung"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/34581122#Series/advanced_texts_in_econometrics> ; # Advanced texts in econometrics.
   schema:name "Dynamic econometrics"@en ;
   schema:productID "32394677" ;
   schema:url <http://www.gbv.de/dms/bowker/toc/9780198283171.pdf> ;
   schema:workExample <http://worldcat.org/isbn/9780198283171> ;
   schema:workExample <http://worldcat.org/isbn/9780198283164> ;
   umbel:isLike <http://bnb.data.bl.uk/id/resource/GB9534438> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/32394677> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/34581122#Series/advanced_texts_in_econometrics> # Advanced texts in econometrics.
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/32394677> ; # Dynamic econometrics
   schema:name "Advanced texts in econometrics." ;
   schema:name "Advanced texts in econometrics" ;
    .

<http://experiment.worldcat.org/entity/work/data/34581122#Thing/econometric_models> # Econometric models
    a schema:Thing ;
   schema:name "Econometric models" ;
    .

<http://experiment.worldcat.org/entity/work/data/34581122#Topic/dynamische_modellierung> # Dynamische Modellierung
    a schema:Intangible ;
   schema:name "Dynamische Modellierung"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/34581122#Topic/econometrie> # Econometrie
    a schema:Intangible ;
   schema:name "Econometrie"@en ;
   schema:name "Économétrie"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/34581122#Topic/economie_politique_modeles_mathematiques> # Économie politique--Modèles mathématiques
    a schema:Intangible ;
   schema:name "Économie politique--Modèles mathématiques"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/34581122#Topic/modeles_econometriques> # Modèles économétriques
    a schema:Intangible ;
   schema:name "Modèles économétriques"@en ;
   schema:name "Modèles économétriques"@fr ;
    .

<http://id.loc.gov/authorities/subjects/sh85040857> # Economics--Mathematical models
    a schema:Intangible ;
   schema:name "Economics--Mathematical models"@en ;
    .

<http://id.worldcat.org/fast/901567> # Econometric models
    a schema:Intangible ;
   schema:name "Econometric models"@en ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
   schema:name "Econometrics"@en ;
    .

<http://id.worldcat.org/fast/902155> # Economics--Mathematical models
    a schema:Intangible ;
   schema:name "Economics--Mathematical models"@en ;
    .

<http://viaf.org/viaf/85284438> # David F. Hendry
    a schema:Person ;
   schema:familyName "Hendry" ;
   schema:givenName "David F." ;
   schema:name "David F. Hendry" ;
    .

<http://worldcat.org/isbn/9780198283164>
    a schema:ProductModel ;
   schema:isbn "0198283164" ;
   schema:isbn "9780198283164" ;
    .

<http://worldcat.org/isbn/9780198283171>
    a schema:ProductModel ;
   schema:isbn "0198283172" ;
   schema:isbn "9780198283171" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.