Screen LibraryEconometric modeling：a likelihood approach
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| Main Authors: | |
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| Group Author: | |
| Published: |
Princeton University Press,
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| Publisher Address: | Princeton, N.J. |
| Publication Dates: | c2007. |
| Literature type: | Book |
| Language: | English |
| Series: |
Princeton paperbacks |
| Subjects: | |
| Carrier Form: | xii, 365 p.: ill. ; 26 cm. |
| ISBN: |
9780691131283 (alk. paper) 0691131287 (alk. paper) 9780691130897 (pbk. : alk. paper) 0691130892 (pbk. : alk. paper) |
| Index Number: | F224 |
| CLC: | F224 |
| Call Number: | F224/H498 |
| Contents: |
Includes bibliographical references (p. [345]-355) and indexes. The 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 e |