Edward E. Leamer's creative and influential essays on the separation of robust from fragile inferences are collected together in Sturdy Econometrics. The econometric topics discussed include the choice of variables, choice of error process, measurement errors, simultaneity, the partial elicitation of prior distributions, and hypothesis discovery. Included in this volume is the popular piece 'Let's Take the Con out of Econometrics', and 25 other essays, plus an entertaining and provocative introduction.
As Professor Leamer argues, the gap between econometric theory and econometric practice is very large, but the proper goal of econometric theory is to improve the practice rather than to narrow this gap. Sturdy Econometrics is a major contribution to this process by making Edward Leamer's essays more accessible to students, teachers and practitioners.
Reihe
Sprache
Verlagsort
Zielgruppe
Für höhere Schule und Studium
Für Beruf und Forschung
Maße
Höhe: 234 mm
Breite: 156 mm
ISBN-13
978-1-85278-802-5 (9781852788025)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Klassifikation
Edward E. Leamer, Chauncey J. Medberry Professor of Management and Professor of Economics, University of California, Los Angeles, US
Part I Introduction. Part II Choice of variables. Part III Error process. Partt IV Errors in variables. Part V Simultaneous equations. Part VI Prior elicitation. Part VII Hypothesis discovery.
