Econometrics: Alchemy or Science? : Essays in Econometric Methodology

David F. Hendry

ISBN 10: 1557862648 / ISBN 13: 9781557862648

Published by Blackwell Publishers, 1992

About this Item

Ancien livre de bibliothèque. Salissures sur la tranche. Edition 1992. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Very good. Former library book. Stains on the edge. Edition 1992. Ammareal gives back up to 15% of this item's net price to charity organizations.

Seller Inventory # D-966-002

Bibliographic Details

• Title: Econometrics: Alchemy or Science? : Essays in Econometric Methodology
• Publisher: Blackwell Publishers
• Publication Date: 1992
• Language: English
• ISBN 10: 1557862648
• ISBN 13: 9781557862648
• Binding: Hardcover
• Condition: Très bon

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)