Empirical Modeling In Economics by Paul Granger
A concise guide to building and evaluating econometric models, this work outlines a systematic, data-driven approach to specification, testing, and selection. It emphasizes general-to-specific strategies, rigorous diagnostic checking, and the handling of nonstationarity, structural breaks, and cointegration. Blending theory with applied case studies, it shows how to assess exogeneity, ensure model congruence and encompassing, and produce robust models suitable for explanation, forecasting, and policy analysis.
- Published
- Unknown
- Nationality
- British
- Length
- Unknown
- Pages
- Unknown
- Original Language
- Unknown
- Avg User Rating
- No ratings yet
- Alternate Titles
- None
This book is not currently on any lists.