History and Methodology of Econometrics
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History and Methodology of Econometrics

History and Methodology of Econometrics

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About the Book

This volume examines the development of econometrics and the ways in which it is practised. Debate on the subject has been animated, with some authors suggesting that econometrics has been deceiving the economics profession. In this volume, many of those most prominent in documenting the history of econometrics have joined with methodologists and practising econometricians in an attempt to throw historical light on current controversies and to explain how the discipline has reached its current position.

Table of Contents:
Introduction: Neil de Marchi. Part 1 Conceptual puzzles before Cowles: autonomy, John Aldrich; a re-analysis of confluence analysis, David Hendry; some contributions of US agricultural economists and their close associates to statistics and econometrics, 1917-33, Karl Fox. Part 2 Structural econometrics: formalization of identification theory, Duo Qin; the fall of OLS in structural estimation, Roy Epstein; LSE and the British approach to time series econometrics, Christopher Gilbert. Part 3 Applied studies: the early history of the consumption function, Jim Thomas; early empirical findings on the consumption function, stylized facts or fiction - a restrospective view, Aris Spanos; Phillips' approximate regression, Nancy Wulwick; econometrics and the theory of economic policy - the Tinbergen-Theil, contributions 40 years on, Andrew Hughes Hallett. Part 4 Critical histories: the probabilistic counter-revolution, or how stochastic concepts came to neoclassical economic theory, Philip Mirowski; realism and instrumentalism in the development of econometrics, Tony Lawson.


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Product Details
  • ISBN-13: 9780198283119
  • Publisher: Oxford University Press
  • Publisher Imprint: Clarendon Press
  • Height: 234 mm
  • Returnable: N
  • Width: 156 mm
  • ISBN-10: 0198283113
  • Publisher Date: /02/1990
  • Binding: Paperback
  • Language: English
  • Weight: 535 gr


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