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

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9781858986036: New Directions in Econometric Practice: General to Specific Modelling, Cointegration and Vector Autoregression
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`. . . the authors are to be congratulated on producing a highly readable guide to econometric modelling. . . Many novices and practitioners will find this book a useful introduction to the area of econometric modelling.' -- Michael Clements, Journal of Applied Econometrics

Reseña del editor:

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.

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Wojciech W. Charemza, Derek F. Deadman
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ISBN 10: 1858986036 ISBN 13: 9781858986036
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Descripción Edward Elgar Publishing Ltd, United Kingdom, 1997. Paperback. Condición: New. 2nd Revised edition. Language: English . Brand New Book. 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. Nº de ref. del artículo: AAJ9781858986036

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Descripción Edward Elgar Publishing Ltd, 1997. PAP. Condición: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. del artículo: CA-9781858986036

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Descripción Edward Elgar Publishing Ltd, United Kingdom, 1997. Paperback. Condición: New. 2nd Revised edition. Language: English . Brand New Book. 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. Nº de ref. del artículo: AAJ9781858986036

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Wojciech W. Charemza Derek F. Deadman
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Descripción Edward Elgar Publishing Limited. Condición: New. Nº de ref. del artículo: 6522392

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Charemza, Wojciech W.;Deadman, Derek;Deadman, Derek F.
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Descripción Edward Elgar Pub, Williston, Vermont, U.S.A., 1997. Soft cover. Condición: New. Estado de la sobrecubierta: New. This work on econometrics offers an analysis of econometric practice, encompassing recent modelling methodology and PC-GIVE. It is intended for advanced undergraduates and graduate students. Nº de ref. del artículo: 000839

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Descripción Edward Elgar Pub, 1997. PAP. Condición: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. del artículo: T5-9781858986036

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Descripción Edward Elgar Pub, 1997. Paperback. Condición: Brand New. 2nd edition. 360 pages. 9.50x6.50x0.75 inches. In Stock. Nº de ref. del artículo: __1858986036

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Descripción Edward Elgar Publishing Ltd, United Kingdom, 1997. Paperback. Condición: New. 2nd Revised edition. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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. Nº de ref. del artículo: BTE9781858986036

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