The Foundations of Econometric Analysis

Hendry, David F.; Morgan, Professor Mary S.

ISBN 10: 1139170112 ISBN 13: 9781139170116

Publisher: Cambridge University Press, 2012

Synopsis

In this compelling book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians, some of which have never been published before. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis.

About this title

Review

'Hendry and Morgan assemble in one place the classics of econometric thought. It is required reading for any student of the history of econometrics or anyone interested in the evolution of one body of thinking about how to interpret empirical evidence.' James Heckman, University of Chicago

Book Description

This 1995 book contains a collection of the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought, and are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2012
• Language: English
• ISBN 10: 1139170112
• ISBN 13: 9781139170116
• Binding: Printed Access Code