New Directions in Econometric Practice : General to Specific Modelling, Cointegration and Vector Autoregression
Deadman, Derek F., Charemza, Wojciech W.
ISBN 10: 185278461X ISBN 13: 9781852784614
Editore: Elgar Publishing, Incorporated, Edward, 1992
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Better World Books, Mishawaka, IN, U.S.A.
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Descrizione:
Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo GRP57753075
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.
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Titolo: New Directions in Econometric Practice : ...
Casa editrice: Elgar Publishing, Incorporated, Edward
Data di pubblicazione: 1992
Legatura: Rilegato
Condizione: Good
Edizione: 2nd edition.