by Wojciech W. Charemza, Derek F. Deadman · Edward Elgar Publishing Ltd · tapa blanda · ISBN 9781852788469
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«New Directions in Econometric Practice» is the econometrics textbook by Wojciech W. Charemza and Derek F. Deadman, in paperback (284 pages, in English).
A work of applied econometrics presenting the methodological advances of the 1980s to advanced students: it explains the «general-to-specific» approach associated with Hendry, the cointegration analysis of Engle and Granger, and vector autoregressive models, with ordinary least squares estimation as the central tool.
Published in 1993 by Edward Elgar Publishing Ltd. Subtitle: General to Specific Modelling, Cointegration and Vector Autoregression.
Intended for advanced undergraduate and postgraduate students, as well as for courses in applied econometrics.
