THE METHODOLOGY OF ECONOMETRICS (The International Library of Critical Writings in Econometrics Series 6)

THE METHODOLOGY OF ECONOMETRICS (The International Library of Critical Writings in Econometrics Series 6)

By: Dale J. Poirier (editor)Hardback

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Description

The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.

About Author

Edited by Dale J. Poirier, University of California, Irvine, US

Contents

Vol 1 The methodology of econometrics - a brief overview: scope and domain; fundamental laws versus empirical regularities; policy analysis; exogeneity; causality; laws. Vol 2 vector autoregressions; Bayesian perspective; British econometrics; a symposia of views; randomization; criticism for all.

Product Details

  • ISBN13: 9781852788445
  • Format: Hardback
  • Number Of Pages: 1008
  • ID: 9781852788445
  • ISBN10: 1852788445

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