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.

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StatusFormatAccessCall NumberItem Location
TextRequest in advance HB139 .C435 1997Off-site

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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