New directions in econometric practice : general to specific modelling, cointegration and vector autoregression /
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| Formato: | Livro |
| Idioma: | Inglés |
| Publicado em: |
Cambridge :
Edward Elgar,
1992.
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| Assuntos: |
Sumário:
- 1. Traditional methodology in retrospect.
- 2. Data mining.
- 3. Origins of a modern methodology: the DHSY consumption function.
- 4. General to specific modelling.
- 5. Cointegration analysis.
- 6. Vector autoregression: forecasting, causality and cointegration.
- 7. Exogeneity and structural invariance.
- 8. Non-nested models, encompassing and model selection.