Econometrics

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David F. Hendry is Leverhulme Personal Research Professor of Economics and Fellow of Nuffield College, Oxford. He was previously Professor of Econometrics at both the London School of Economics and the University of California at San Diego.

出版者:Oxford University Press, U.S.A.
作者:David F. Hendry
出品人:
頁數:560
译者:
出版時間:2007-10-25
價格:GBP 55.00
裝幀:Paperback
isbn號碼:9780198293545
叢書系列:
圖書標籤:
  • 教材 
  • 經濟學 
  • 方法論 
  • econometrics 
  • Economics 
  • 金融 
  • 計量經濟學 
  • 英文 
  •  
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Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computer-automated modeling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.

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