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

Contributor(s):

Material type: Text

TextPublication 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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Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library General Stacks		330.01'5 MET (Browse shelf(Opens below))	c.1	Available	31008100121496
Monograph & others	CBN HQ Library General Stacks		330.01'5 MET (Browse shelf(Opens below))	c.2	Available	31008100121488
Monograph & others	CBN ILORIN BRANCH LIBRARY General Stacks	Non-fiction	330.01'5195 MET (Browse shelf(Opens below))		Available	31008100825203
Monograph & others	CBN MAKURDI BRANCH LIBRARY General Stacks	Non-fiction	330.01'5195 MET (Browse shelf(Opens below))	c.1	Available	31008100426325

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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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