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

By: Contributor(s): Material type: TextTextPublisher: Lyme, N.H. : Edward Elgar Pub., 1997Edition: Second editionDescription: xiv, 344 pages ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 1858986036
  • 9781858986036
  • 1858986001
  • 9781858986005
Subject(s): DDC classification:
  • 330.015195
LOC classification:
  • HB139. C435 1997
Contents:
Foreword -- Preface to Second Edition -- Preface -- 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 -- References -- Author Index -- Subject Index.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 330.015195 CHA (Browse shelf(Opens below)) 1 Available A256366B

Includes bibliographical references and index.

Foreword -- Preface to Second Edition -- Preface -- 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 -- References -- Author Index -- Subject Index.

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