Econometrics: Alchemy or Science? : Essays in Econometric Methodology: Alchemy or Science? - Essays on Econometric Methodology

Hendry, David F.:

ISBN 10: 1557862648 / ISBN 13: 9781557862648

Published by Blackwell Publishers 01.08.1992., 1992

About this Item

550 Seiten ex Library Book aus einer wissenschafltichen Bibliothek Sprache: Englisch Gewicht in Gramm: 1053 24,8 x 17,6 x 3,4 cm, Gebundene Ausgabe.

Seller Inventory # 337804

Bibliographic Details

• Title: Econometrics: Alchemy or Science? : Essays in Econometric Methodology: Alchemy or Science? - Essays on Econometric Methodology
• Publisher: Blackwell Publishers 01.08.1992.
• Publication Date: 1992
• Language: English
• ISBN 10: 1557862648
• ISBN 13: 9781557862648
• Binding: Hardcover
• Condition: Gut
• Weight: 1053 grams
• Seller catalogs:
  • Alle Bücher

About this title

Synopsis

This volume draws together David Hendry's work on econometrics, tracing the main steps through which he has evolved his theories. Both destructive and contructive criticisms of methods are offered then critically evaluated, using theoretical economic and econometric analyses, empirical applications and Monte Carlo simulations. Empirical studies are used as the vehicle for the exposition and analysis of practical problems like collinearity, seasonality, autocorrelation, simultaneity, parameter constancy and data modelling.

Review

Eighteen previously published papers of methodology, from the period 1974 to 1985, provide an overview of the development of the field and are integrated by commentary on the motivations, personalities, and ideas central to this development. (Journal of Economic Literature, September 2001)