THE METHODOLOGY OF ECONOMETRICS
Published on 1. January 1994
Book
Hardback
1008 pages
978-1-85278-844-5 (ISBN)
Description
The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.
Reviews / Votes
'. . . a good selection of articles housed in well-produced volumes.' -- John Aldrich, Economic Journal'This two-volume set contains a wealth of ideas. . .'- Journal of the American Statistical AssociationMore details
Series
Language
English
Place of publication
Cheltenham
United Kingdom
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 244 mm
Width: 169 mm
ISBN-13
978-1-85278-844-5 (9781852788445)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Person
Edited by Dale J. Poirier, University of California, Irvine, US
Content
Vol 1 The methodology of econometrics - a brief overview: scope and domain; fundamental laws versus empirical regularities; policy analysis; exogeneity; causality; laws. Vol 2 vector autoregressions; Bayesian perspective; British econometrics; a symposia of views; randomization; criticism for all.