Title New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman

Edition Second edition Published Lyme, N.H. : Edward Elgar Pub., 1997

Copies

Location	Call no.	Vol.	Availability
W'PONDS	330.015195 Cha/Ndi 1997		AVAILABLE
MELB	330.015195 Cha/Ndi 1997		AVAILABLE
WATERFT BUSINESS	330.015195 Cha/Ndi 1997		AVAILABLE

Description xiv, 344 pages ; 24 cm Contents Foreword / Richard E. Quandt -- 1. Traditional Methodology in Retrospect -- 2. Data Mining -- 3. Origins of a Modern Methodology: the DHSY Consumption Function -- 4. General to Specific Modelling -- 5. Cointegration Analysis -- 6. Vector Autoregression: Forecasting, Causality and Cointegration -- 7. Exogeneity and Structural Invariance -- 8. Non-nested Models, Encompassing and Model Selection -- Data Appendix -- Exercises for Discussion Notes Previous ed.: 1992 Bibliography Includes bibliographical references and indexes Subject Autoregression (Statistics) Cointegration. Econometric models. Vector analysis. Author Deadman, Derek, 1948- LC no. 96052264 ISBN 1858986001 1858986036 (paperback)

Other Titles Econometric practice

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