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The methodology and practice of econometrics : a festschrift in honour of David F. Hendry /

Contributor(s): Material type: TextTextPublication details: Oxford ; New York : Oxford University Press, 2009.Description: xii, 451 pISBN:
  • 9780199237197 (acid-free paper)
  • 0199237190 (acid-free paper)
Subject(s): DDC classification:
  • 330.01'5195 MET
LOC classification:
  • HB139 .M474 2009
Summary: This book is a collection of papers dedicated to David F. Hendry (a seminal figure in modern econometrics) and his work. Many internationally renowned econometricians 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 econometrics and considers the future progress for the methodology of econometrics. 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 econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library General Stacks 330.01'5 MET (Browse shelf(Opens below)) c.1 Available 31008100121496
Monograph & others Monograph & others CBN HQ Library General Stacks 330.01'5 MET (Browse shelf(Opens below)) c.2 Available 31008100121488
Monograph & others Monograph & others CBN ILORIN BRANCH LIBRARY General Stacks Non-fiction 330.01'5195 MET (Browse shelf(Opens below)) Available 31008100825203
Monograph & others Monograph & others CBN MAKURDI BRANCH LIBRARY General Stacks Non-fiction 330.01'5195 MET (Browse shelf(Opens below)) c.1 Available 31008100426325

Includes bibliographical references and index.

This book is a collection of papers dedicated to David F. Hendry (a seminal figure in modern econometrics) and his work. Many internationally renowned econometricians 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 econometrics and considers the future progress for the methodology of econometrics. 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 econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.

lje 24/10/17

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