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

by Wojciech Charemza and Derek Deadman

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...

• Format: Paperback
• Language: English
• ISBN: 1852788461
• ISBN13: 9781852788469
• Release Date: January 1993
• Publisher: Edward Elgar Publishing
• Length: 384 Pages