Member-only story

Econometric Modeling: The Likelihood Approach

Edward Bell

·4.5k Followers· Follow

Published in Econometric Modeling: A Likelihood Approach

3 min read · 2 weeks before

1.1k View Claps

88 Respond

Save

Listen

Econometric Modeling: A Likelihood Approach

by David F. Hendry

5 out of 5

Language	:	English
File size	:	7464 KB
Print length	:	384 pages

A Comprehensive Guide to Econometric Modeling Using the Likelihood Approach

Econometric Modeling: The Likelihood Approach is a comprehensive guide to econometric modeling using the likelihood approach. The book covers a wide range of topics, from the basic principles of likelihood estimation to the latest advances in econometric methods.

The book is written in a clear and concise style, making it accessible to students and practitioners alike. The authors provide numerous examples and exercises to illustrate the concepts discussed in the text.

Econometric Modeling: The Likelihood Approach is an essential resource for anyone interested in learning about econometric modeling. The book provides a solid foundation in the principles of likelihood estimation and shows how these principles can be used to develop a wide range of econometric models.

The Likelihood Function
Maximum Likelihood Estimation
Hypothesis Testing
Model Selection
Time Series Econometrics
Panel Data Econometrics
Limited Dependent Variable Models
Nonparametric and Semiparametric Econometrics
Bayesian Econometrics

Audience

Econometric Modeling: The Likelihood Approach is written for:

Students in econometrics courses
Practitioners who use econometric models in their work
Researchers who develop new econometric methods

Reviews

"Econometric Modeling: The Likelihood Approach is a well-written and comprehensive guide to econometric modeling. The authors provide a clear and concise explanation of the likelihood approach and show how it can be used to develop a wide range of econometric models. The book is an essential resource for anyone interested in learning about econometric modeling." - Professor Hal Varian, University of California, Berkeley

"Econometric Modeling: The Likelihood Approach is a valuable addition to the literature on econometric modeling. The authors provide a clear and comprehensive overview of the likelihood approach, and they show how it can be used to address a wide range of econometric problems. The book is a must-read for anyone interested in learning about econometric modeling." - Professor Jeffrey Wooldridge, Michigan State University