000			01504pam a2200289 a 4500
001			vtls003055483
003			MY-SjTCS
005			20200306170649.0
008			110218s1997 nhu b 001 0 eng
020			_a1858986036 (pbk.)
020			_a9781858986036 (pbk.)
039		9	_a201102181600 _bVLOAD _c200709281449 _dchon ling _c200709131512 _dmazlly _y200709131506 _zmazlly
082	0	4	_a330.015195 _bCHA
100	1		_aCharemza, Wojciech. _925994
245	1	0	_aNew directions in econometric practice : _bgeneral to specific modelling, cointegration, and vector autoregression / _cWojciech W. Charemza and Derek F. Deadman.
250			_a2nd ed.
260			_aLyme, N.H. : _bEdward Elgar Pub., _c1997.
300			_axiv, 344 p. ; _c24 cm.
504			_aIncludes bibliographical references and indexes.
505	0		_aForeword / Richard E. Quandt -- 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 -- Data Appendix -- Exercises for Discussion.
650		0	_aEconometric models. _925995
650		0	_aAutoregression (Statistics) _925996
650		0	_aVector analysis. _9210448
650		0	_aCointegration. _925997
700	1		_aDeadman, Derek. _9289094
920			_aUNISA : 240560, 240561
999			_c64432