New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression /
Charemza, Wojciech
New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman. - Second edition. - xiv, 344 pages ; 24 cm
Includes bibliographical references and index.
Foreword -- Preface to Second Edition -- Preface -- Traditional Methodology in Retrospect -- Data Mining -- Origins of a Modern Methodology: the DHSY Consumption Function -- General to Specific Modelling -- Cointegration Analysis -- Vector Autoregression: Forecasting, Causality and Cointegration -- Exogeneity and Structural Invariance -- Non-nested Models, Encompassing and Model Selection -- Data Appendix -- Exercises for Discussion -- References -- Author Index -- Subject Index. 1. 2. 3. 4. 5. 6. 7. 8.
1858986036 9781858986036 1858986001 9781858986005
96052264
Econometric models
Autoregression (Statistics)
Vector analysis
Cointegration
HB139. / C435 1997
330.015195
New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman. - Second edition. - xiv, 344 pages ; 24 cm
Includes bibliographical references and index.
Foreword -- Preface to Second Edition -- Preface -- Traditional Methodology in Retrospect -- Data Mining -- Origins of a Modern Methodology: the DHSY Consumption Function -- General to Specific Modelling -- Cointegration Analysis -- Vector Autoregression: Forecasting, Causality and Cointegration -- Exogeneity and Structural Invariance -- Non-nested Models, Encompassing and Model Selection -- Data Appendix -- Exercises for Discussion -- References -- Author Index -- Subject Index. 1. 2. 3. 4. 5. 6. 7. 8.
1858986036 9781858986036 1858986001 9781858986005
96052264
Econometric models
Autoregression (Statistics)
Vector analysis
Cointegration
HB139. / C435 1997
330.015195