TY  - BOOK
AU  - Charemza,Wojciech
AU  - Deadman,Derek
TI  - New directions in econometric practice: general to specific modelling, cointegration, and vector autoregression 
SN  - 1858986001
AV  - HB139 .C435 1999
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 indexes; Contents; Foreword; Richard E. Quandt; 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
ER  -