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Modelling economic series : readings in econometric methodology için kapak resmi
Başlık:
Modelling economic series : readings in econometric methodology
Yazar:
Granger, C. W. J., (Clive William John), 1934-, editor.
ISBN:
9780198287360
Fiziksel Tanımlama:
vi, 419 pages. : illustrations ; 24 cm.
İçerik:
Part I: Introduction to Part I: Edward E. Leamer: Let's take con out of econometrics -- Michael McAleer, Adrian R. Pagan & Paul A. Volker: What will take the con out of econometrics -- Trevor S. Breusch: Simplified extreme bounds -- Adrian R. Pagan, Paul A. Volker, Thomas F. Cooley & Stephen F. LeRoy: What will take the con out of econometrics: A reply to McAleer -- Edward E. Leamer: Sensitivity analysis would help -- Adrian Pagan: Three econometric methodologies: A critical appraisal -- David F. Hendry & Grayham E. Mizon: Procrustean econometrics: or stretching and squeezing data -- Christopher A. Sims: Macroeconomics and reality -- Part II: Alternative Methodologies: Introduction to Part II: Ray Fair: Macroeconomic methodology -- Richard M. Todd: Improving economic forecasting with Bayesian vector autoregression -- Edward E. Leamer: A Bayesian analysis of the determinants of inflation -- Arnold Zellner: Bayesian analysis in econometrics -- Part III: LSE Methodology: Introduction to Part III: Christopher Gilbert: Professor Hendry's econometric methodology -- David F. Hendry & Jean-Francois Richard: On the formulation for empirical models in dynamic econometrics -- Aris Spanos: Towards a methodology of econometric modelling -- Part IV: Model Evaluation and Selection: Introduction to Part IV: Halbert White: Model selection -- Y. Chong & D. F. Hendry: Econometric evaluation of linear macro-economic models.
Özet:
A volume of readings for graduate students who need to learn how to evaluate the validity of theories and techniques they are taught
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Kitap EKOBKN0010073 330.015195 MOD 1990
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