The history of econometric ideas

著者

• Morgan, Mary S.

書誌事項

The history of econometric ideas

Mary S. Morgan

（Historical perspectives on modern economics）

Cambridge University Press, 1990

注記

Bibliography: p. [265]-280

Includes index

内容説明・目次

内容説明

The History of Econometric Ideas covers the period from the late-nineteenth century to the middle of the twentieth century, illustrating how economists first learnt to harness statistical methods to measure and test the 'laws' of economics. Though scholarly, Dr Morgan's book is very accessible and does not require a high level of prior statistical knowledge.

目次

• List of figures
• Preface
• Acknowledgements
• Introduction
• Part I. Business Cycles: Introduction to business cycles
• 1. Sunspot and Venus theories of the business cycle: 1.1. Jevons' sunspot theory
• 1.2. Moore's Venus theory
• 1.3. The decline of periodic cycle analysis
• 2. Measuring and representing business cycles: 2.1. Juglar's credit cycle
• 2.2. The statistical approach of W. C. Mitchell
• 2.3. Persons and business barometers
• 2.4. The business cycle research institutes
• 2.5. Statistical economics and econometrics
• Addendum: graphs and graphic methods
• 3. Random shocks enter the business cycle scene: 3.1. The experiments of Yule and Slutsky
• 3.2. Frisch's time-series analysis
• 3.3. Frisch's rocking horse model of the business cycle
• 4. Tinbergen and macrodynamic models: 4.1. The Dutch model
• 4.2. The first League of Nations' report
• 4.3. The second League of Nations' report
• 4.4. the critical reaction to Tinbergen's work
• Part II. Demand Analysis: Introduction to demand analysis
• 5. Narrowing the data-theory gap in demand analysis: 5.1. Difficulties in early statistical measurements of demand
• 5.2. Static theory and time-series data
• 5.3. Econometric models of demand
• 5.4. The data-theory gap under review
• 6. The evolution of identification questions: 6.1. The emergence of correspondence problems
• 6.2. Identifying the demand curve
• 6.3. The identification of two relationships
• 6.4. Back to the single demand curve
• Part III. Formal models in econometrics: Introduction to formal models
• 7. Errors-in-variables and errors-in equations models: 7.1. Errors and the single equation
• 7.2. Errors and interdependent relationships
• 7.3. Postscript: measurement errors and the method of instrumental variables
• 8. Haavelmo's probability model: 8.1. Statistics without probability
• 8.2. Signs of change
• 8.3. Haavelmo's probabilistic revolution in econometrics
• 8.4. The new consensus
• Conclusion
• References
• Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA10288962
• ISBN:
  • 0521373980
• LCCN: 89009790
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge ; New York
• ページ数/冊数: xv, 296 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HB139
  • DC20 : 330/.01/5195
• 件名:
  • LCSH : Econometrics
• 親書誌ID:
  • BA0021925X