New Directions in Econometric Practice: General to Specific Modelling, Cointegration, and Vector Autoregression

Author: Wojciech W. Charemza, Derek F. Deadman
List Price: $35.00
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ISBN: 1858986036
Publisher: Edward Elgar Pub (May, 1997)
Sales Rank: 233,696
Average Customer Rating: 5 out of 5

Customer Reviews

Rating: 5 out of 5
One of the best book about cointegration test
The book of Wojciech W. Charemza and D. F. Deadman is one of the best book about Contegration test, it's very easy. This book: "New Directions in Econometric Practice : General to Specific Modelling, Cointegration, and Vector autoregression" is meant to be used as a text, not read as a reference.

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