Modelling economic series : readings in econometric methodology
著者
書誌事項
Modelling economic series : readings in econometric methodology
（Advanced texts in econometrics）
Clarendon Press, 1991
- : pbk
大学図書館所蔵 件 / 全35件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographies and indexes
内容説明・目次
内容説明
This book helps economists with the difficult task of constructing econometric models and will be especially useful to those taking courses in applied econometrics who need to learn how to evaluate the validity of the theories and techniques they are taught. The volume contains seventeen papers by the leading authorities in the field, divided into four groups, to each of which the editor provides an introduction. The whole volume is prefaced with an editorial
discussion of the controversies of the subject.
The methods critically discussed include the traditional ones, such as vector auto-regressions; Bayesian techniques; and the comprehensive modelling strategy advocated by reseachers at the London School of Economics.
The papers vary in the degree of sophistication used, but anyone reading the book should gain a sound knowledge of the practical difficulties involved in model specification, evaluation, and interpretation.
目次
- Part I: Introduction to Part I: Edward E. Leamer: Let's take con out of econometrics
- Michael McAleer, Adrian R. Pagan & Paul A. Volker: What will take the con out of econometrics?
- Trevor S. Breusch: Simplified extreme bounds
- Adrian R. Pagan, Paul A. Volker, Thomas F. Cooley & Stephen F. LeRoy: What will take the con out of econometrics?: A reply to McAleer
- Edward E. Leamer: Sensitivity analysis would help
- Adrian Pagan: Three econometric methodologies: A critical appraisal
- David F. Hendry & Grayham E. Mizon: Procrustean econometrics: or stretching and squeezing data
- Christopher A. Sims: Macroeconomics and reality
- Part II: Alternative Methodologies: Introduction to Part II: Ray Fair: Macroeconomic methodology
- Richard M. Todd: Improving economic forecasting with Bayesian vector autoregression
- Edward E. Leamer: A Bayesian analysis of the determinants of inflation
- Arnold Zellner: Bayesian analysis in econometrics
- Part III: LSE Methodology: Introduction to Part III: Christopher Gilbert: Professor Hendry's econometric methodology
- David F. Hendry & Jean-Francois Richard: On the formulation for empirical models in dynamic econometrics
- Aris Spanos: Towards a methodology of econometric modelling
- Part IV: Model Evaluation and Selection: Introduction to Part IV: Halbert White: Model selection
- Y. Chong & D. F. Hendry: Econometric evaluation of linear macro-economic models
「Nielsen BookData」 より
