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NEW DIRECTIONS IN ECONOMETRIC PRACTICE: General to Specific Modelling, Cointegration and Vector Autoregression - Couverture souple

Charemza, Wojciech W.; Deadman, Derek F.

 
9781852788469: NEW DIRECTIONS IN ECONOMETRIC PRACTICE: General to Specific Modelling, Cointegration and Vector Autoregression
Couverture souple
ISBN 10 : 1852788461 ISBN 13 : 9781852788469
Editeur : Edward Elgar Publishing Ltd, 1993

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Edward Elgar Publishing Ltd
Date d'édition
1993
Langue
anglais
ISBN 10 
1852788461
ISBN 13 
9781852788469
Reliure
Broché
Nombre de pages
384
Coordonnées du fabricant
non disponible
Personne responsable
non disponible