01570     2200229   4500001002100000005001500021008004100036020001800077035002000095082001200115084001800127100002100145245006000166260005500226300003400281520093700315650001701252650001801269700001801287700001501305990002001320INLIS00000000000367920260713095931260713                g          0 eng    a0-19-828317-2  a0010-0121002045  a330.115  a330.115 HEN d1 aHendry, David F.1 aDynamics Econometrics :bAdvanced Texts in Econometrics  aOxford, New York :bOxford University Press,c1997  axxxiv, 869p. :bill. ;c24 cm  aThis systematic and integrated framework for econometric modelling is organized in terms of three levels of knowledge: probability, estimation, and modelling. All necessary concepts of econometrics (including exogeneity and encompassing), models, processes, estimators, and inference procedures (centred on maximum likelihood) are discussed with solved examples and exercises. Practical problems in empirical modelling, such as model discovery, evaluation, and data mining are addressed, and illustrated using the software system PcGive. Background analyses cover matrix algebra, probability theory, multiple regression, stationary and non-stationary stochastic processes, asymptotic distribution theory, Monte Carlo methods, numerical optimization, and macro-econometric models. The reader will master the theory and practice of modelling non-stationary (cointegrated) economic time series, based on a rigorous theory of reduction. 4aEconometrics 4aTeori Ekonomi1 aGranger C.W.J1 aMizon G.E.  a3439/PSEKP/2026