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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics) - Softcover
Synopsis
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.
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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
About the Author
C. W. J. Granger is at University of California, San Diego.
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Modelling Economic Series : Readings in Econometric Methodology
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ISBN 10: 0198287364
ISBN 13: 9780198287360
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Modelling Economic Series: Readings in Econometric Methodology
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Modelling Economic Series: Advanced Texts in Econometrics
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ISBN 10: 0198287364
ISBN 13: 9780198287360
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Modelling Economic Series
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Oxford University Press, Oxford UK, 1993
ISBN 10: 0198287364
ISBN 13: 9780198287360
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Condition: New. This collection of essays on applied econometrics has been designed specifically for graduate students. It aims to demonstrate how to evaluate the validity of present theories and techniques, in order to construct actual economic models. Editor(s): Granger, C. W. J. Series: Advanced Texts in Econometrics. Num Pages: 426 pages, line figures and tables throughout. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 235 x 162 x 26. Weight in Grams: 640. . 1991. Revised ed. paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9780198287360
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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
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Condition: New. This collection of essays on applied econometrics has been designed specifically for graduate students. It aims to demonstrate how to evaluate the validity of present theories and techniques, in order to construct actual economic models. Editor(s): Granger, C. W. J. Series: Advanced Texts in Econometrics. Num Pages: 426 pages, line figures and tables throughout. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 235 x 162 x 26. Weight in Grams: 640. . 1991. Revised ed. paperback. . . . . Seller Inventory # V9780198287360
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