CURRENTLY SOLD OUT
About this product
Product Information
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.Product Identifiers
PublisherOxford University Press
ISBN-139780199237197
eBay Product ID (ePID)95798327
Product Key Features
Publication NameThe Methodology and Practice of Econometrics: a Festschrift in Honour of David F. Hendry
SubjectEconomics, Mathematics
Publication Year2009
TypeTextbook
FormatHardcover
LanguageEnglish
AuthorJennifer Castle, Neil Shephard
Number of Pages464 Pages
Dimensions
Item Height240 mm
Item Weight808 g
Item Width162 mm
Additional Product Features
EditorJennifer Castle, Neil Shephard
Country/Region of ManufactureUnited Kingdom
