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Econometric Modeling: A Likelihood Approach by David F. Hendry (English) Paperba
- Item No : 365769311497
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* Item Description
- David Hendry and Bent Nielsen introduce modeling for a range of situations, including binary data sets, multiple regression, and cointegrated systems. In each setting, a statistical model is constructed to explain the observed variation in the data, with estimation and inference based on the likelihood function.
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