000 01538 am a2200325 i 4500
001 6586
005 20250326112422.0
008 961203s1997 nhu b 001 0 eng
010 _a96052264
020 _a1858986001
020 _a1858986036
_qpbk.
040 _aDLC
_cDLC
_dDLC
_dBAUN
_erda
041 0 _aeng
049 _aBAUN_MERKEZ
050 0 4 _aHB139
_b.C435 1999
082 0 0 _221
100 1 _aCharemza, Wojciech.
_eaut
245 1 0 _aNew directions in econometric practice :
_bgeneral to specific modelling, cointegration, and vector autoregression /
_cWojciech W. Charemza and Derek F. Deadman.
250 _a2nd ed.
264 1 _aLyme, N.H. :
_bEdward Elgar Pub.,
_c1997.
300 _axiv, 344 pages ;
_c24 cm.
504 _aIncludes bibliographical references and indexes.
505 0 0 _tContents
_tForeword /
_rRichard E. Quandt
_tPreface to Second Edition
_tPreface
_t1.Traditional Methodology in Retrospect
_t2.Data Mining
_t3.Origins of a Modern Methodology: the DHSY Consumption Function
_t4.General to Specific Modelling
_t5.Cointegration Analysis
_t6.Vector Autoregression: Forecasting, Causality and Cointegration
_t7.Exogeneity and Structural Invariance
_t8.Non-nested Models, Encompassing and Model Selection
_tData Appendix
_tExercises for Discussion
_tReferences
_tAuthor Index
650 0 _aEconometric models.
_951659
650 0 _aAutoregression (Statistics)
_999604
650 0 _aVector analysis.
_920683
650 0 _aCointegration.
700 1 _aDeadman, Derek,
_d1948-
_985395
_eaut
942 _2lcc
_cKT
999 _c5521
_d5521