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Charemza, Wojciech.

New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman. - 2nd ed. - xiv, 344 pages ; 24 cm.

Includes bibliographical references and indexes.

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 Richard E. Quandt

ISBN: 1858986001 1858986036

LCCN: 96052264

Subjects--Topical Terms:
Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.

LC Class. No.: HB139 / .C435 1999

Dewey Class. No.: