Research Catalog
New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression
- Title
- New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman.
- Author
- Charemza, Wojciech.
- Publication
- Lyme, N.H. : Edward Elgar Pub., 1997.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HB139 .C435 1997 | Off-site |
Holdings
Details
- Additional Authors
- Deadman, Derek.
- Description
- xiv, 344 pages; 24 cm
- Subjects
- Bibliography (note)
- Includes bibliographical references and indexes.
- 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.
- ISBN
- 1858986001
- 1858986036
- LCCN
- 96052264
- OCLC
- 36066096
- ocm36066096
- Owning Institutions
- Columbia University Libraries