TY  - BOOK
AU  - Charemza,Wojciech
AU  - Deadman,Derek
TI  - New directions in econometric practice: general to specific modelling, cointegration, and vector autoregression 
SN  - 1858986036
AV  - HB139. C435 1997
U1  - 330.015195 
PY  - 1997///
CY  - Lyme, N.H.
PB  - Edward Elgar Pub.
KW  - Econometric models
KW  - Autoregression (Statistics)
KW  - Vector analysis
KW  - Cointegration
N1  - 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
ER  -