NEW DIRECTIONS IN ECONOMETRIC PRACTICE, SECOND EDITION

General to Specific Modelling, Cointegration and Vector Autoregression

2nd edition

Wojciech W. Charemza, Professor of Economics and Derek F. Deadman, former Senior Lecturer in Economics, University of Leicester, UK

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.

‘. . . 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