New directions in econometric practice: General to specific modelling, cointegration, and vector autoregression. / (Record no. 5672)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03440pam a2200337 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | 1637525 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210414114457.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 961203s1997 nhu b 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 96052264 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1858986001 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1858986036 (pbk.) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Transcribing agency | DLC |
| Modifying agency | DLC |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139.C435 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330/.01/5195 |
| Edition number | 21 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Charemza, Wojciech W. |
| 245 10 - TITLE STATEMENT | |
| Title | New directions in econometric practice: General to specific modelling, cointegration, and vector autoregression. / |
| Statement of responsibility, etc. | Wojciech W. Charemza and Derek F. Deadman. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Massachusetts : |
| Name of publisher, distributor, etc. | Edward Elgar Pub., |
| Date of publication, distribution, etc. | 1997. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 344 p. : |
| Dimensions | 24 cm. |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliographical references and indexes. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Contents: Traditional methodology in retrospect: Introduction -- Principles of traditional methodology -- The Failure of traditional econometrics -- Suggestions for further reading -- Data mining: Model selection and through 'data mining' -- The R*2 and student -t statistic criteria -- Pretesting and model selection -- Data mining and the failure of traditional econometrics -- Suggestions for further reading -- Origins of a modern methodology: The DHSY consumption function: Introduction -- Economic background -- Models of absolute and permanent income -- The DHSY model -- Methodological aspects of DHSY modelling -- Testing for parameter constancy -- Stylized computer output (PC-GIVE) -- Suggestions for further reading -- General to specific modelling: Autoregressive distributed lag modelling -- Testing restrictions -- Modelling the UK consumption function -- COMFAC analysis -- General to specific modelling and data mining -- Stylized computer output (PC-GIVE) -- Suggestions for further reading -- Cointegration analysis: Introductory concepts -- Nonstationary series and integrated processes -- Testing for the order of integration -- Further considerations in the testing for the order of integration -- The concept of cointegration -- Testing for cointegration -- Modelling cointegration series through error correction models -- An example of cointegration analysis -- Stylized computer output (PC-GIVE) -- Suggestions for further reading -- Vector autoregression: Forecasting, causality and cointegration: A reconsideration of structural modelling -- Principles of vector autoregressive modelling -- Impulse response analysis -- Casualty inference -- VAR and cointegration inference -- VAR alternatives to the DHSY model -- Stylized computer output (PC-GIVE) -- Suggestions for further reading -- Exogeneity and structural invariance: Data generating processes -- Weak and strong exogeneity -- Structural invariance, superexogeneity and the lucas critique -- Exogeneity in the DHSY model -- Stylized computer output (PC-GIVE) -- Suggestions for further reading -- Non-nested models, encompassing and model selection: Problems in choosing between models -- Model selection tests -- An empirical encompassing exercise -- Stylized computer output (PC-GIVE) -- Suggestions for further reading. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Autoregression (Statistics) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Vector analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Cointegration. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Deadman, Derek F. |
| Dates associated with a name | 1948- |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) | |
| a | 7 |
| b | cbc |
| c | orignew |
| d | 1 |
| e | ocip |
| f | 19 |
| g | y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | Reference | 23/07/2015 | HB139.C435 | 7853/280/15 | 23/07/2015 | 1 | 23/07/2015 | Books | |||||
| Library of Congress Classification | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA - MAIN LIBRARY | Reference | 23/07/2015 | HB139.C4351 | 7854/281/15 | 23/07/2015 | 2 | 23/07/2015 | Books |