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

Author(s)

• Charemza, Wojciech
• Deadman, Derek

Bibliographic Information

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

Wojciech W. Charemza and Derek F. Deadman

Edward Elgar, 1997

2nd ed

• : cased
• : pbk

Note

Includes bibliographical references (p. 311-330) and index

Details

• NCID: BA3053364X
• ISBN:
  • 1858986001
  • 1858986036
• LCCN: 96052264
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cheltenham, UK
• Pages/Volumes: xiv, 344 p.
• Size: 25 cm
• Classification:
  • NDC9 : 331.19
  • LCC : HB139
  • DC21 : 330/.01/5195
• Subject Headings:
  • LCSH : Econometric models
  • LCSH : Autoregression (Statistics)
  • LCSH : Vector analysis
  • LCSH : Cointegration