The formation of econometrics : a historical perspective
著者
書誌事項
The formation of econometrics : a historical perspective
Clarendon Press , Oxford University Press, 1993
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注記
Includes bibliographical references (p. [189]-205) and indexes
内容説明・目次
内容説明
This book traces the formation of econometric theory during the period 1930-60. It focuses on the formation of econometrics from mathematical and scientific processes, in order to analyse economic problems. The book deals with the advances in understanding that were achieved as well as the problems which arose in the course of the practice of econometrics as a discipline. Duo Qin examines the history of econometrics in terms of the basic issues in econometric modelling: the probability foundations, estimation, identification, testing, and model construction and specification. The book describes chronologically how these issues were formalized. Duo Qin argues that while the probability revolution in econometrics in the early 1940s laid the basis for the systematization of econometric theory, it was actually an incomplete revolution, and that its incompleteness underlay various problems and failures which occurred in applying the newly-established theory to modelling practice. The book thus links early econometric history with many issues of interest to contemporary developments in econometrics.
目次
- Part 1 The probability foundations of econometrics: the eve of the probability revolution
- introduction of probability theory
- the Haavelmo revolution
- alternative approaches
- an incomplete revolution. Part 2 Model construction: econometric measurement without models
- emergence of structural model construction
- formalization of stuctural model formulation
- maturity of simultaneous-equations model formulation. Part 3 Estimation: from LS to ML estimation before Haavelmo's revolution
- ML estimation of simultaneous-equations systems
- estimation with special concerns for time-series data
- other estimation methods for errors-in-variables models
- from ML back to LS, completion of estimation procedure for simultaneous-equations systems. Part 4 Identification: taking shape
- initial systematization
- the first explicit formalization
- further developments. Part 5 Testing: antecedents
- adoption of the hypothesis-testing framework and invention of econometric tests
- hypothesis-testing via model evaluation in applied econometrics
- diagnostic tests for model evaluation in theoretical econometrics. Part 6 Model construction revisited: testing and model construction
- identification and model construction
- estimation and model construction
- model construction and the probability approach
- the history in retrospect.
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