Isbn: 9781858986036 - new directions in econometric practice: general to specific modelling, cointegration, and vector autoregression (17 risultati)

Paperback. Condizione: Very Good. The second edition of this widely acclaimed text presents a thoroughly up-to-date intuitive account of recent developments in econometrics. It continues to present the frontiers of research in an accessible form for non-specialist econometricians, advanced undergraduates and graduate students wishing to carry out applied econometric research. This new edition contains substantially revised chapters on cointegration and vector autoregressive (VAR) modelling, reflecting the developments that have been made in these important areas since the first edition. Special attention is given to the Dickey-Pantula approach and the testing for the order of integration of a variable in the presence of a structural break. For VAR models, impulse response analysis is explained and illustrated. There is also a detailed but intuitive explanation of the Johansen method, an increasingly popular technique. The text contains specially constructed and original tables of critical values for a wide range of tests for stationarity and cointegration. These tables are for Dickey-Fuller tests, Dickey-Hasza-Fuller and HEGY seasonal integration tests and the Perron 'additive outlier' integration test. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

Condizione: Good. Good condition. 2nd edition. A copy that has been read but remains intact. May contain markings such as bookplates, stamps, limited notes and highlighting, or a few light stains.

Condizione: Very Good. 2nd. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.…

Paperback. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Broschiert. Condizione: Gut. Auflage: 2. 344 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 505.…

Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN:9781858986036. …

Paperback. Condizione: Very Good. Same / next day dispatch (Monday - Friday).

Condizione: new.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New. 1997. 2nd Edition. Paperback. . . . . .

Condizione: New. pp. 360.

Condizione: New. In English.

Paperback. Condizione: Brand New. 2nd edition. 360 pages. 9.50x6.50x0.75 inches. In Stock.

Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.

Paperback. Condizione: New. In shrink wrap. Looks like an interesting title.

Condizione: New. 1997. 2nd Edition. Paperback. . . . . . Books ship from the US and Ireland.

Condizione: New. pp. 360 Index 2nd Edition.