TY - BOOK AU - Hendry,David Forbes TI - Dynamic econometrics SN - 0198283172 U1 - 330.015195 PY - 2001/// CY - New York, N.Y. PB - Oxford University Press KW - ECONOMETRIA APLICADA KW - ESTADISTICA DESCRIPTIVA KW - MODELOS ECONOMETRICOS KW - TESTS ESTADISTICOS KW - ANALISIS DE SERIES TEMPORALES N1 - Incluye glosario; Incluye bibliografía; 1. Concepts, models, and processes in econometrics: Econometric tools and techniques. Dynamics and interdependence. Exogeneity and causality. Interpreting linear models. A typology of linear dynamic equations. Dynamic systems. The theory of reduction. 2. Statistical tools for econometric analysis: Likelihood. Simultaneous equations systems. Measurement problems in econometrics. Testing and evaluation. 3. Empirical modelling. Encompassing. Modelling issues. Econometrics in action. 4. Appendices. :Matrix algebra. Probability and distributions. Statistical theory. Asymptotic distribution theory. Numerical optimization methods. Macro-econometric models UR - https://en.wikipedia.org/wiki/David_Forbes_Hendry ER -