New directions in econometric practice : general to specific modelling, cointegration and vector autoregression /

Bibliographic Details
Main Author:	Charemza, Wojciech
Other Authors:	Deadman, Derek F. 1948-
Format:	Book
Language:	Inglés
Published:	Cambridge : Edward Elgar, 1992.
Subjects:	Econometría

Table of Contents:

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.