The Methodology and Practice of Econometrics PDF ePub eBook

Books Info:

The Methodology and Practice of Econometrics free pdf David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bardsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Soren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.

About Jennifer Castle

Jennifer L. Castle is a British Academy Post-doctoral Research Fellow at Nuffield College, Oxford. Neil Shephard is Professor of Economics at Oxford University and Research Director of the University's Oxford-Man Institute. He is fellow of the British Academy, Econometric Society and Nuffield College, Oxford.

Details Book

Author : Jennifer Castle
Publisher : Oxford University Press
Data Published : 08 May 2009
ISBN : 0199237190
EAN : 9780199237197
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 464 pages
Age + : 18 years
Language : English
Rating :

Reviews The Methodology and Practice of Econometrics



17 Comments Add a comment




Related eBooks Download


  • The Methodology and Practice of Econometrics free pdfThe Methodology and Practice of Econometrics

    David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics. and his influence is wide ranging. This book is a collection of papers dedicated to him and his work..


  • Essays in Econometrics 2 Volume Hardback Set free pdfEssays in Econometrics 2 Volume Hardback Set

    This two-volume set of books in the Econometric Society Monographs series (ESM numbers 32 and 33). present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics..


  • Handbook of Econometrics free pdfHandbook of Econometrics

    As conceived by the founders of the Econometric Society. econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis..


  • Econometric Advances in Spatial Modelling and Methodology free pdfEconometric Advances in Spatial Modelling and Methodology

    This volume is in honour of the career of the father of spatial econometrics. Professor Jean Paelinck. presently of the Tinbergen Institute. Rotterdam. Jean Paelinck is arguably the founder of modern spatial econometrics..


  • Modern Linear and Nonlinear Econometrics free pdfModern Linear and Nonlinear Econometrics

    The basic characteristic of Modern Linear and Nonlinear Econometrics is that it presents a unified approach of modern linear and nonlinear econometrics in a concise and intuitive way. It covers four major parts of modern econometrics: linear and nonlinear estimation and testing..


  • The Methodology and Practice of Econometrics free pdfThe Methodology and Practice of Econometrics

    . David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him