Econometrics

Part 1 Roots and route maps: econometrics - alchemy or science?; stochastic specification in an aggregate demand model of the UK; testing dynamic specification in small simultaneous systems - an application to a model of building society behaviour in the UK; dynamic specification. Part 2 The development of empirical modelling strategies: on the time-series approach to econometric model building; serial correlation as a convenient simplification, not a nuisance - a comment on a study of the demand for money by the Bank of England; an empirical application and Monte Carlo analysis of tests of dynamic specification; econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the UK; liquidity and inflation effects on consumer's expenditure in the UK; predictive failure and econometric modelling in macroeconomics - the transactions demand for money; monetary economic myth and econometric reality. Part 3 Formalization: the structure of simultaneous equations estimators; AUTOREG - a computer program library for dynamic econometric models with autoregressive errors; exogeneity; on the formulation of empirical models in dynamic econometrics; the econometric analysis of economic time series. Part 4 Retrospect and prospect: econometric modelling - the "consumption function" in retrospect; postscript - the econometrics of PC-GIVE.