![NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION: General to Specific Modelling, Cointegration and Vector Autoregression by Wojciech W. Charemza 9781858986036 [USED COPY]](https://cdn11.bigcommerce.com/s-zkx5lhzlf8/images/stencil/1500x1500/products/5036123/5035335/9781858986036__73224.1722883198.jpg?c=1?imbypass=on "NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION: General to Specific Modelling, Cointegration and Vector Autoregression by Wojciech W. Charemza 9781858986036 [USED COPY]")
![NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION: General to Specific Modelling, Cointegration and Vector Autoregression by Wojciech W. Charemza 9781858986036 [USED COPY]](https://cdn11.bigcommerce.com/s-zkx5lhzlf8/images/stencil/608x608/products/5036123/5035335/9781858986036__73224.1722883198.jpg?c=1 "NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION: General to Specific Modelling, Cointegration and Vector Autoregression by Wojciech W. Charemza 9781858986036 [USED COPY]")
Description
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.
About the Author
Wojciech W. Charemza, Professor of Economics and Derek F. Deadman, former Senior Lecturer in Economics, University of Leicester, UK
Reviews
'. . . 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
Book Information
ISBN 9781858986036
Author Wojciech W. Charemza
Format Paperback
Page Count 360
Imprint Edward Elgar Publishing Ltd
Publisher Edward Elgar Publishing Ltd
![Simply Psychology, Second Edition by Michael W. Eysenck 9781841693095 [USED COPY]](https://cdn11.bigcommerce.com/s-zkx5lhzlf8/images/stencil/444x444/products/4917092/4916314/9781841693095__35738.1722448209.jpg?c=1 "Simply Psychology, Second Edition by Michael W. Eysenck 9781841693095 [USED COPY]")
