The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry by Oxford University Press (Hardback, 2009)

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This book is a collection of papers dedicated to him and his work. of pages: 480. ISBN-13: 9780199237197. ISBN-10: 0199237190.

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Description
David F. Hendry is a seminal figure in modern ecometrics. He has pioneered the LSE approach to ecometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally rewned ecometricians 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 ecometrics and considers the future progress for the methodology of ecometrics. 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 ecometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern ecometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bardsen, Andreas Beyer, Mike Clements, James Davidson, Juan D
Author Biography
Jennifer L. Castle is a British Academy Post-doctoral Research Fellow at Nuffield College, Oxford. Neil Shephard is Professor of Economics at Oxford University and Research Director of the University's Oxford-Man Institute. He is fellow of the British Academy, Econometric Society and Nuffield College, Oxford.

Key Features

Publisher
Oxford University Press
Date of Publication
30/04/2009
Language
English
Format
Hardback
ISBN-10
0199237190
ISBN-13
9780199237197
Subject
Economics: Textbooks & Study Guides

Publication Data

Place of Publication
Oxford
Country of Publication
United Kingdom
Imprint
Oxford University Press
Content Note
Illustrations

Dimensions

Weight
808 g
Width
162 mm
Height
240 mm
Spine
30 mm

Credits

Edited by
Jennifer Castle, Neil Shephard

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The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry by Oxford University Press (Hardback, 2009)

Brand new: lowest price

AU $256.95

About this product

Description

Key Features

Publication Data

Dimensions

Credits

Best-selling in Atlases

2x Deluxe Scratch off World Map Travel Edition Poster Personalized Journal Gift

Save on Atlases

DUJARDIN,CHARLO-GIRL ON THE DANCING HORSE, THE BOOK NEW

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Belle Beautiful Australian Homes by Belle Hardcover Book Free Shipping!

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