Advanced Texts in Econometrics Hendry, David F. Granger C.W.J Mizon G.E. text Oxford, New York Oxford University Press 1997 eng xxxiv, 869p. : ill. ; 24 cm This 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. Econometrics Teori Ekonomi 330.115 330.115 HEN d 0-19-828317-2 260713 20260713095931 INLIS000000000003679 Converted from MARCXML to MODS version 3.5 using MARC21slim2MODS3-5.xsl (Revision 1.106 2014/12/19)