New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression

Charemza, Wojciech W. and Derek F. Deadman:

ISBN 10: 185278461X / ISBN 13: 9781852784614

Published by Edward Elgar Publishing Ltd 01.09.1991., 1991

About this Item

384 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 23,6 x 15,5 x 2,5 cm, Gebundene Ausgabe.

Seller Inventory # 382559

Bibliographic Details

• Title: New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression
• Publisher: Edward Elgar Publishing Ltd 01.09.1991.
• Publication Date: 1991
• Language: English
• ISBN 10: 185278461X
• ISBN 13: 9781852784614
• Binding: Hardcover
• Edition: Auflage: 2nd edition.
• Condition: Gut
• Weight: 969 grams
• Seller catalogs:
  • Alle Bücher

About this title

Synopsis

This unique book successfully presents intuitive accounts of conceptually difficult ideas making the most recent advances in econometrics accessible to advanced undergraduate and graduate students.

New Directions in Econometric Practice reflects the major changes in econometric methodology which have occurred in the 1980s, following the emergence of the ‘general-to-specific’ approach associated with Hendry and cointegration analysis introduced by Engle and Granger. It presents a framework for the building of empirical models using one of the new approaches which is not limited to any specific area. The principal method of estimation used throughout the book is ordinary least squares.

The book will be supplementary reading for traditional courses in econometric theory and essential reading for the increasingly popular courses in applied econometrics.

About the Author

Wojciech W. Charemza, Professor of Economics and Derek F. Deadman, former Senior Lecturer in Economics, University of Leicester, UK