Modelling Economic Series
Home > Business and Economics > Economics > Econometrics and economic statistics > Modelling Economic Series: Readings in Econometric Methodology(Advanced Texts in Econometrics)
Modelling Economic Series: Readings in Econometric Methodology(Advanced Texts in Econometrics)

Modelling Economic Series: Readings in Econometric Methodology(Advanced Texts in Econometrics)


     0     
5
4
3
2
1



International Edition


X
About the Book

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.

Table of Contents:
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

Review :
`The appearance of this volume is singularly welcome and not a minute premature ... For anyone remotely interested in applied economic research, it is hard to recommend this volume strongly enough, and Professor Granger deserves our warmest thanks for putting it together ... Now that we have the implications of the biggest theoretical advance in several decades to unravel, it will be fascinating to watch how the methodology controversy develops. As the show begins, this volume will be an indispendable handbook for both interested spectators and participants in the arena.' Economica 'The book is a fascinating document which bears witness to the confusion, frustration and occasional anger of a scientific discipline which is beset by failure on every side.' D.S.G. Pollock, The Economic Journal, July 1991 `very useful textbook' E. Tzaralis, University of Exeter


Best Sellers


Product Details
  • ISBN-13: 9780198287360
  • Publisher: Oxford University Press
  • Binding: Paperback
  • Language: English
  • Series Title: Advanced Texts in Econometrics
  • Sub Title: Readings in Econometric Methodology
  • Width: 156 mm
  • ISBN-10: 0198287364
  • Publisher Date: 04 Apr 1991
  • Height: 234 mm
  • No of Pages: 426
  • Spine Width: 25 mm
  • Weight: 644 gr


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Modelling Economic Series: Readings in Econometric Methodology(Advanced Texts in Econometrics)
Oxford University Press -
Modelling Economic Series: Readings in Econometric Methodology(Advanced Texts in Econometrics)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Modelling Economic Series: Readings in Econometric Methodology(Advanced Texts in Econometrics)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!