{"title":"David F Hendry","description":null,"products":[{"product_id":"dynamic-econometrics-book-david-f-hendry-9780198283164","title":"Dynamic Econometrics","description":"This book confronts the practical problems of modelling aggregate time series data, in a systematic and intergrated framework.  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 extensive study of US money demand.  The book is self-contained, with the technical background covered in appendices. It is thus suitable for first year graduate students, and includes solved examples and exercises to facilitate its use in teaching.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49561361580305,"sku":"GOR006933034","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ GOOD \/ INTERNAL","offer_id":49761589657873,"sku":"GOR004114330","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ WELL_READ \/ INTERNAL","offer_id":50509288341777,"sku":"GOR012645189","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":51738055541009,"sku":"CIN0198283164G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ NEW \/ GARDNERS","offer_id":52323484926225,"sku":"NGR9780198283164","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0198283164.jpg?v=1750738360"},{"product_id":"econometric-modeling-book-david-f-hendry-9780691130897","title":"Econometric Modeling","description":"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 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. Substantive issues are always addressed, showing how both statistical and economic assumptions can be tested and empirical results interpreted. Important empirical problems such as structural breaks, forecasting, and model selection are covered, and Monte Carlo simulation is explained and applied. Econometric Modeling is a self-contained introduction for advanced undergraduate or graduate students. Throughout, data illustrate and motivate the approach, and are available for computer-based teaching. Technical issues from probability theory and statistical theory are introduced only as needed. Nevertheless, the approach is rigorous, emphasizing the coherent formulation, estimation, and evaluation of econometric models relevant for empirical research.","brand":"WoB","offers":[{"title":"GB \/ VERY_GOOD \/ INTERNAL","offer_id":49574886211857,"sku":"GOR005814342","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"GB \/ WELL_READ \/ INTERNAL","offer_id":49645613777169,"sku":"GOR013630384","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ GOOD \/ SBYB","offer_id":50977212006673,"sku":"CIN0691130892G","price":0.0,"currency_code":"GBP","in_stock":false},{"title":"US \/ VERY_GOOD \/ SBYB","offer_id":51713821638929,"sku":"CIN0691130892VG","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0691130892.jpg?v=1751008702"},{"product_id":"econometrics-and-quantitative-economics-book-david-f-hendry-9780631137979","title":"Econometrics and Quantitative Economics","description":null,"brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":50359400005905,"sku":"CIN0631137971G","price":0.0,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/0631137971.jpg?v=1751104686"},{"product_id":"econometrics-alchemy-or-science-book-david-f-hendry-9780198293545","title":"Econometrics: Alchemy or Science?","description":"This edition presents a new paper which explains the logic of the author's general approach to econometric modelling and describes major advances in computer-automated modelling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52137865806097,"sku":"NLS9780198293545","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780198293545.jpg?v=1757559575"},{"product_id":"foundations-of-econometric-analysis-book-david-f-hendry-9780521588706","title":"The Foundations of Econometric Analysis","description":"In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52139185307921,"sku":"NLS9780521588706","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780521588706.jpg?v=1757567553"},{"product_id":"foundations-of-econometric-analysis-book-david-f-hendry-9780521380430","title":"The Foundations of Econometric Analysis","description":"In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.","brand":"WoB","offers":[{"title":"GB \/ NEW \/ INGRAM","offer_id":52618798563601,"sku":"NLS9780521380430","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780521380430.jpg?v=1761534134"},{"product_id":"modelling-our-changing-world-book-david-f-hendry-9781013272110","title":"Modelling Our Changing World","description":"This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth. Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http: \/\/creativecommons.org\/licenses\/by\/4.0. \u003cp\u003e\u003c\/p\u003eThis work was published by Saint Philip Street Press pursuant to a Creative Commons license permitting commercial use. All rights not granted by the work's license are retained by the author or authors.","brand":"WoB","offers":[{"title":"- \/ - \/ INTERNAL","offer_id":53108592574737,"sku":null,"price":0.0,"currency_code":"GBP","in_stock":true},{"title":"US \/ NEW \/ INGRAM","offer_id":53108592804113,"sku":"NIN9781013272110","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9781013272110.jpg?v=1770562982"},{"product_id":"understanding-economic-forecasts-book-david-f-hendry-9780262582421","title":"Understanding Economic Forecasts","description":"Historically, the theory of forecasting that underpinned actual practice in economics has been based on two key assumptions--that the model was a good representation of the economy and that the structure of the economy would remain relatively unchanged. In reality, forecast models are mis-specified, the economy is subject to unanticipated shifts, and the failure to make accurate predictions is relatively common.In the last decade, economists have developed new theories of economic forecasting and additional methods of forecast evaluation that make less stringent assumptions. These theories and methods acknowledge that the economy is dynamic and prone to sudden shifts. They also recognize that forecasting models, however good, are greatly simplified representations that will be incorrect in some respects. One advantage of these newer approaches is that we can now account for the different results of competing forecasts.In this book academic specialists, practitioners, and a financial journalist explain these new developments in economic forecasting. The authors discuss how forecasting is conducted, evaluated, reported, and applied by academic, private, and governmental bodies, as well as how forecasting might be taught and what costs are induced by forecast errors. They also describe how econometric models for forecasting are constructed, how properties of forecasting methods can be analyzed, and what the future of economic forecasting may bring.","brand":"WoB","offers":[{"title":"US \/ GOOD \/ SBYB","offer_id":53482578444561,"sku":"CIN0262582422G","price":0.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0784\/4072\/6801\/files\/9780262582421.jpg?v=1777584735"}],"url":"https:\/\/www.worldofbooks.com\/collections\/author-books-by-david-f-hendry.oembed","provider":"World of Books ","version":"1.0","type":"link"}