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

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

Label
New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression
Title
New directions in econometric practice
Title remainder
general to specific modelling, cointegration, and vector autoregression
Statement of responsibility
Wojciech W. Charemza and Derek F. Deadman
Creator
Contributor
Subject
Language
eng
Dewey number
330/.01/5195
Index
index present
LC call number
HB139
LC item number
.C435 1997
Literary form
non fiction
Nature of contents
bibliography
Label
New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression, Wojciech W. Charemza and Derek F. Deadman
Publication
Bibliography note
Includes bibliographical references and indexes
http://library.link/vocab/branchCode
  • zbnus
  • mel
  • glg
  • fro
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
Control code
000012918061
Dimensions
24 cm
Edition
2nd ed
Extent
xiv, 344 p.
Isbn
9781858986036
Lccn
96052264
http://library.link/vocab/recordID
.b17949828
System control number
  • 33217006359575
  • (OCoLC)36066096

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      -38.195656 144.304955
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