Author: David F. Hendry
Publisher: Oxford University Press, USA
Keywords: econometric, methodology, essays, science, alchemy, econometrics
Number of Pages: 560
Published: 2001-01-04
List price: $60.00
ISBN-10: 0198293542
ISBN-13: 9780198293545

A text on econometric modeling in economics, analyzing the various conflicting methods in use today, reviewing the benefits and drawbacks of each. Uses empirical applications, Monte Carlo simulations, and theoretical and econometric analyses to determine best practice as regards the competing approaches. Softcover.

Author: David F. Hendry
Publisher: Oxford University Press, USA
Keywords: econometrics, texts, advanced, dynamic
Number of Pages: 904
Published: 1995-04-13
List price: $99.00
ISBN-10: 0198283164
ISBN-13: 9780198283164

The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The primary aim of this book is to develop an operational econometric approach which allows constructive modelling. Professor Hendry deals with methodological issues (model discovery, data mining, and progressive research strategies); with major tools for modelling (recursive methods, encompassing, super exogeneity, invariance tests); and with practical problems (collinearity, heteroscedasticity, and measurement errors). He also includes an ex

Authors:Michael Clements, David Hendry,
Publisher: Cambridge University Press
Keywords: series, time, economic, forecasting
Number of Pages: 392
Published: 1998-11-28
List price: $39.99
ISBN-10: 0521634806
ISBN-13: 9780521634809

David Hendry is one of the world’s leading econometricians, and in this major new work he and Michael Clements provide an extended formal analysis of economic forecasting with econometric models: their analysis builds in many of the features of the real world that are often overlooked in traditional, textbook analyses of forecasting. Consequently, Clements and Hendry are able to suggest ways in which existing forecasting practices can be improved, as well as providing a rationale for some of the habitual practices of forecasters that have hitherto lacked a scientific foundation.

Authors:Michael P. Clements, David F. Hendry,
Publisher: The MIT Press
Keywords: series, zeuthen, lectures, time, economic, non, stationary, forecasting
Number of Pages: 392
Published: 2001-03-01
List price: $30.00
ISBN-10: 0262531895
ISBN-13: 9780262531894

In their second book on economic forecasting, Michael Clements and David Hendry ask why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to economic forecasting, they look at the implications for causal modeling, present a taxonomy of forecast errors, and delineate the sources of forecast failure. They show that forecast-period shifts in deterministic factors--interacting with model misspecification, collinearity, and inconsistent estimation--are the dominant source of systematic failure. They then consider various

Authors:David F. Hendry, Bent Nielsen,
Publisher: Princeton University Press
Keywords: approach, likelihood, modeling, econometric
Number of Pages: 378
Published: 2007-03-05
List price: $57.50
ISBN-10: 0691130892
ISBN-13: 9780691130897

Econometric Modeling provides a new and stimulating introduction to econometrics, focusing on modeling. The key issue confronting empirical economics is to establish sustainable relationships that are both supported by data and interpretable from economic theory. The unified likelihood-based approach of this book gives students the required statistical foundations of estimation and inference, and leads to a thorough understanding of econometric techniques.David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrate

Authors:Michael P. Clements, David F. Hendry,
Publisher: Wiley-Blackwell
Keywords: contemporary, economics, companions, blackwell, economic, forecasting, companion
Number of Pages: 616
Published: 2002-03-22
List price: $194.95
ISBN-10: 0631215697
ISBN-13: 9780631215691

A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Forecasting is a practical venture, so many of the chapters are aimed at practitioners and nonspecialists. This book surveys a field that has expanded rapidly in recent years. There are no other up-to-date treatments that survey forecasting in a single volume. At present, the interested reader has little

Authors:David N. Laband, Deborah Hendry Heinbuch,
Publisher: Lexington Books
Keywords: laws, sunday, closing, politics, economics, history, blue
Number of Pages: 240
Published: 1987-10
List price: $37.95
ISBN-10: 0669124168
ISBN-13: 9780669124163