Extent: | 1 Online-Ressource (384 p.) 50 line illus |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Frontmatter Contents Preface Data and software Chapter One. The Bernoulli model Chapter Two. Inference in the Bernoulli model Chapter Three. A first regression model Chapter Four. The logit model Chapter Five. The two-variable regression model Chapter Six. The matrix algebra of two-variable regression Chapter Seven. The multiple regression model Chapter Eight. The matrix algebra of multiple regression Chapter Nine. Mis-specification analysis in cross sections Chapter Ten. Strong exogeneity Chapter Eleven. Empirical models and modeling Chapter Twelve. Autoregressions and stationarity Chapter Thirteen. Mis-specification analysis in time series Chapter Fourteen. The vector autoregressive model Chapter Fifteen. Identification of structural models Chapter Sixteen. Non-stationary time series Chapter Seventeen. Cointegration Chapter Eighteen. Monte Carlo simulation experiments Chapter Nineteen. Automatic model selection Chapter Twenty. Structural breaks Chapter Twenty One. Forecasting Chapter Twenty Two. The way ahead References Author index Subject index In English |
ISBN: | 978-1-4008-4565-1 |
Other identifiers: | 10.1515/9781400845651 [DOI] 10.1515/9781400845651?locatt=mode:legacy [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014482579