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NEW DIRECTIONS IN ECONOMETRIC PRACTICE: General to Specific Modelling, Cointegration and Vector Autoregression - Hardcover
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.
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About the Author
Wojciech W. Charemza, Professor of Economics and Derek F. Deadman, former Senior Lecturer in Economics, University of Leicester, UK
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New Directions in Econometric Practice : General to Specific Modelling, Cointegration and Vector Autoregression
Published by
Elgar Publishing, Incorporated, Edward, 1992
ISBN 10: 185278461X
ISBN 13: 9781852784614
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. 2nd edition. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # GRP57753075
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New Directions in Econometric Practice General to Specific Modelling, Cointegration and Vector Autoregression.
Published by
Hants / Brookfield, Publishers: Edward Elgar Publishing Limited, 1992., 1992
ISBN 10: 185278461X
ISBN 13: 9781852784614
Used
Hardcover
Seller: Ganymed - Wissenschaftliches Antiquariat, Meldorf, Germany
Seller rating 5 out of 5 stars
Gr.-8°. XII, 370 Pages. Publishers: Edward Elgar Publishing Limited (1992). XII, 370 Pages. Original Cloth-Volume (silver Lettering on the Spine, without Dust-jacket). Ex-Library-Copy. Library-Button on the Spine. Library-Stamp on Front-Endpaper, on Title, and on Cutting. No Markings in the Text! No Underlinings! No Owner-Notation! Cover only with minimal to small Signs of Use! Seller Inventory # 20745BB
Quantity: 1 available
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New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression
Published by
Edward Elgar Publishing Ltd 01.09.1991., 1991
ISBN 10: 185278461X
ISBN 13: 9781852784614
Used
Hardcover
Seller: NEPO UG, Rüsselsheim am Main, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Auflage: 2nd edition. 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
Quantity: 1 available