New directions in econometric practice :

Charemza, Wojciech.

New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman. - 2nd ed. - Lyme, N.H. : Edward Elgar Pub., 1997. - xiv, 344 p. ;

1858986001 1858986036 (pbk.)


Econometric models.
Autoregression (Statistics)
Vector analysis.
Cointegration.

HB139 / .C435 1997
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