| Description |
xii, 365 pages : illustrations ; 26 cm |
| Series |
Princeton paperbacks |
|
Princeton paperbacks.
|
| Contents |
Ch. 1. The Bernoulli model -- Ch. 2. Inference in the Bernoulli model -- Ch. 3. A first regression model -- Ch. 4. The logit model -- Ch. 5. The two-variable regression model -- Ch. 6. The matrix algebra of two-variable regression -- Ch. 7. The multiple regression model -- Ch. 8. The matrix algebra of multiple regression -- Ch. 9. Mis-specification analysis in cross sections -- Ch. 10. Strong exogeneity -- Ch. 11. Empirical models and modeling -- Ch. 12. Autoregressions and stationarity -- Ch. 13. Mis-specification analysis in time series -- Ch. 14. The vector autoregressive model -- Ch. 15. Identification of structural models -- Ch. 16. Non-stationary time series -- Ch. 17. Cointegration -- Ch. 18. Monte Carlo simulation experiments -- Ch. 19. Automatic model selection -- Ch. 20. Structural breaks -- Ch. 21. Forecasting -- Ch. 22. The way ahead |
| Bibliography |
Includes bibliographical references (pages [345]-355) and indexes |
| Subject |
Econometric models.
|
|
Econometrics.
|
| Author |
Nielsen, Bent.
|
| LC no. |
2006052859 |
| ISBN |
9780691131283 alkaline paper |
|
0691131287 alkaline paper |
|
9780691130897 paperback alkaline paper |
|
0691130892 paperback alkaline paper |
|
