The methodology of econometrics
著者
書誌事項
The methodology of econometrics
（The international library of critical writings in econometrics, 6）（An Elgar reference collection）
Edward Elgar, c1994
- : set
- v. 1
- v. 2
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
- 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.
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