Econometrics: Alchemy or Science?: Essays in Econometric Methodology

David F. Hendry

ISBN 10: 0198293542 / ISBN 13: 9780198293545

Published by Oxford University Press, 2001

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Bibliographic Details

• Title: Econometrics: Alchemy or Science?: Essays in Econometric Methodology
• Publisher: Oxford University Press
• Publication Date: 2001
• Language: English
• ISBN 10: 0198293542
• ISBN 13: 9780198293545
• Binding: Paperback / softback
• Edition: 2nd Edition
• Condition: New
• Weight: 857 grams

About this title

Synopsis

Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computer-automated modeling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.

About the Author

David F. Hendry is Leverhulme Personal Research Professor of Economics and Fellow of Nuffield College, Oxford. He was previously Professor of Econometrics at both the London School of Economics and the University of California at San Diego.