The second edition of this widely acclaimed text presents a thoroughly up-to-date intuitive account of recent developments in econometrics. It continues to present the frontiers of research in an accessible form for non-specialist econometricians, advanced undergraduates and graduate students wishing to carry out applied econometric research. This new edition contains substantially revised chapters on cointegration and vector autoregressive (VAR) modelling, reflecting the developments that have been made in these important ...
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The second edition of this widely acclaimed text presents a thoroughly up-to-date intuitive account of recent developments in econometrics. It continues to present the frontiers of research in an accessible form for non-specialist econometricians, advanced undergraduates and graduate students wishing to carry out applied econometric research. 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.
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Add this copy of New Directions in Econometric Practice, Second Edition: to cart. $14.84, very good condition, Sold by HR1Books rated 4.0 out of 5 stars, ships from Hereford, HEREFORDSHIRE, UNITED KINGDOM, published 1997 by Edward Elgar Publishing Ltd.
Add this copy of New Directions in Econometric Practice, Second Edition: to cart. $20.66, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2003 by Edward Elgar Publishing Ltd.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 650grams, ISBN: 9781858986036.
Add this copy of New Directions in Econometric Practice, Second Edition: to cart. $23.32, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2003 by Edward Elgar Publishing Ltd.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 650grams, ISBN: 9781858986036.
Add this copy of New Directions in Econometric Practice, Second Edition: to cart. $37.29, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1997 by Edward Elgar Publishing.
Add this copy of New Directions in Econometric Practice, Second Edition: to cart. $41.57, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1997 by Edward Elgar Publishing.
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