Econometrics: Alchemy or science

This is a collection of mym ain essays on econometric methodologyfro m the period 1974– 85 during which the approach developed into its present form, integrated bya commentary on the motivations, personalities and ideas central to its formalization. Sue Corbett of Blackwell Publishers initiated th...

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Tác giả chính: Hendry, D.F.
Định dạng: Sách
Ngôn ngữ:English
Được phát hành: Oxford University Press 2012
Những chủ đề:
Truy cập trực tuyến:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30568
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Miêu tả
Tóm tắt:This is a collection of mym ain essays on econometric methodologyfro m the period 1974– 85 during which the approach developed into its present form, integrated bya commentary on the motivations, personalities and ideas central to its formalization. Sue Corbett of Blackwell Publishers initiated the idea of drawing together the main steps through which the methodologyhad evolved, since a developmental viewpoint can be clarifying. In particular, an important part of the explanation for whya given methodology takes its current form are the successes and failures of its earlier incarnations. As each studyrepro duced below was undertaken, new issues and problems were highlighted, stimulating further developments and leading me to discard aspects of previous approaches as inadequate. Indeed, that process has continued unabated, so the storyis still progressing, outdating some of the themes and interpretations discussed herein, but fortunatelynot the historical sequence. The ideas discussed below are now sufficientlydeveloped, interrelated and formalized to allow an integrated treatment, and the outcome is the present volume.