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!

Bestandsnummer des Verk�ufers 20745BB

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Bibliografische Details

Titel

New Directions in Econometric Practice General to Specific Modelling, Cointegration and Vector Autoregression.

Verlag

Hants / Brookfield, Publishers: Edward Elgar Publishing Limited, 1992.

Erscheinungsjahr

1992

Sprache

Englisch

ISBN-10

185278461X

ISBN-13

9781852784614

Einband

Hardcover

Auflage

2. Auflage

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�ber diesen Titel

Inhaltsangabe

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.

�ber die Autorin bzw. den Autor

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

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