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Sp 18 Empirical Economic Modeling & Forecasting (MIEF)

Ericsson, Neil
SAIS Reserve Library
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Katarina Juselius. 2006 .

Juselius, Katarina.

This book presents the main ingredients of the Copenhagen School of Time-Series Econometrics in a transparent and coherent framework. The distinguishing feature of this school is that econometric theory and applications have been developed in close cooperation. Its guiding…
  • SAIS Reserve Stacks
    HB141 .J875 2006
2. A companion to economic forecasting Book , Online in English
edited by David F. Hendry and Michael P. Clements. 2002 .

3. Dynamic econometrics Book , Online in English
David F. Hendry. 1995 .

Hendry, David F.

This systematic and integrated framework for econometric modelling is organised in terms of three levels of knowledge: probability, estimation and modelling. All necessary concepts of econometrics are discussed with solved examples and exercises.
4. Econometric modeling: a likelihood approach Book , Print in English
David F. Hendry, Bent Nielsen. 2007 .

Hendry, David F.,

Ch. 1 Bernoulli model -- Ch. 2 Inference in the Bernoulli model -- Ch. 3 first regression model -- Ch. 4 logit model -- Ch. 5 two-variable regression model -- Ch. 6 matrix algebra of two-variable regression -- Ch. 7 multiple regression model…
  • SAIS Reserve Stacks
    HB141 .H46 2007
  • SAIS Reserve Stacks
    HB141 .H46 2007 c. 2
  • SAIS Reserve Stacks
    HB141 .H46 2007 c. 3
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David F. Hendry and Jurgen A. Doornik. 2014 .

Hendry, David F.

About the Arne Ryde Foundation -- Preface -- Acknowledgments -- Glossary -- Data and software -- Principles of model selection -- Introduction -- Discovery -- Background to automatic model selection -- Empirical modeling illustrated -- Evaluating model selection…
Søren Johansen. 1995 .

Johansen, Søren, 1939-

This monograph is concerned with the statistical analysis of multivariate systems of non-stationary time series of type I. It applies the concepts of cointegration and common trends in the framework of the Gaussian vector autoregressive model.
edited by Jennifer L. Castle and Neil Shephard. 2009 .

Building upon, and celebrating the work of David F. Hendry, this volume consists of a number of specially commissioned pieces from some of the leading econometricians in the world. It reflects on the recent advances in econometrics and considers the future progress for the…
8. PcGive 14 Book , Print in English
Jurgen A. Doornik and David F. Hendry. 2013 .

Doornik, Jurgen A.,

v. 1. Empirical econometric modelling, PcGive 14 -- v. 2. Modelling dynamic systems, PcGive 14 -- v. 3. Econometric modelling, PcGive 14 -- v. 4. Interactive Monte Carlo experimentation in econometrics using PcNaive 6.
  • SAIS Reserve Stacks
    HB141 .D66 2013
    Multiple Items
    • v. 1-4
9. Testing exogeneity Book , Print in English
edited by Neil R. Ericsson and John S. Irons. 1994 .

Testing exogeneity : an introduction / Neil R. Ericsson -- Exogeneity / Robert F. Engle, David F. Hendry, and Jean-François Richard -- The encompassing implications of feedback versus feedforward mechanisms in econometrics / David F. Hendry…
10. Understanding economic forecasts Book , Print in English
edited by David F. Hendry and Neil R. Ericsson. 2001 .

1. Editors' introduction -- 2. How economists forecast / David F. Hendry -- 3. Economic modeling for fun and profit / Paul Turner -- 4. Making sense of published economic forecasts / Diane Coyle -- 5. Forecast uncertainty in economic modeling / Neil R. Ericsson…
  • SAIS Reserve Stacks
    HB3730 .U54 2003