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

Charemza, Wojciech W.; Deadman, Derek F.

Rilegato

ISBN 10: 185278461X ISBN 13: 9781852784614

Casa editrice: Edward Elgar Publishing Ltd, 1992

Riassunto

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.

Dettagli dell'edizione

• Editore: Edward Elgar Publishing Ltd
• Data di pubblicazione: 1992
• Lingua: Inglese
• ISBN 10: 185278461X
• ISBN 13: 9781852784614
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 384
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile