New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman.
Material type: TextPublisher: Lyme, N.H. : Edward Elgar Pub., 1997Edition: Second editionDescription: xiv, 344 pages ; 24 cmContent type:- text
- unmediated
- volume
- 1858986036
- 9781858986036
- 1858986001
- 9781858986005
- 330.015195
- 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.
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 |
Browsing City Campus shelves, Shelving location: City Campus Main Collection Close shelf browser (Hides shelf browser)
330.015195 AST Applied econometrics / | 330.015195 BAL Econometric analysis of panel data / | 330.015195 CAM Microeconometrics using Stata / | 330.015195 CHA New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / | 330.015195 COM A companion to theoretical econometrics / | 330.015195 DAV Econometric theory and methods / | 330.015195 DOA Applied statistics in business and economics / |
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.
Machine converted from AACR2 source record.
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