| Judul | Dynamics Econometrics : Advanced Texts in Econometrics |
| Pengarang | Hendry, David F. Granger C.W.J Mizon G.E. |
| Penerbitan | Oxford, New York : Oxford University Press, 1997 |
| Deskripsi Fisik | xxxiv, 869p. :ill. ;24 cm |
| ISBN | 0-19-828317-2 |
| Subjek | Econometrics Teori Ekonomi |
| Abstrak | 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. |
| Bahasa | Inggris |
| Bentuk Karya | Bukan fiksi atau tidak didefinisikan |
| Target Pembaca | Umum |
| No Barcode | No. Panggil | Akses | Lokasi | Ketersediaan |
|---|---|---|---|---|
| 3439/PSEKP/2026 | 330.115 HEN d | Dapat dipinjam | Perpustakaan Pusat Sosial Ekonomi dan Kebijakan Pertanian - Ruang Baca Umum | Tersedia |
| Tag | Ind1 | Ind2 | Isi |
| 001 | INLIS000000000003679 | ||
| 005 | 20260713095931 | ||
| 008 | 260713################g##########0#eng## | ||
| 020 | # | # | $a 0-19-828317-2 |
| 035 | # | # | $a 0010-0121002045 |
| 082 | # | # | $a 330.115 |
| 084 | # | # | $a 330.115 HEN d |
| 100 | 1 | # | $a Hendry, David F. |
| 245 | 1 | # | $a Dynamics Econometrics : $b Advanced Texts in Econometrics |
| 260 | # | # | $a Oxford, New York :$b Oxford University Press,$c 1997 |
| 300 | # | # | $a xxxiv, 869p. : $b ill. ; $c 24 cm |
| 520 | # | # | $a 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. |
| 650 | # | 4 | $a Econometrics |
| 650 | # | 4 | $a Teori Ekonomi |
| 700 | 1 | # | $a Granger C.W.J |
| 700 | 1 | # | $a Mizon G.E. |
| 990 | # | # | $a 3439/PSEKP/2026 |
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