Modelling Economic Series: Readings in Econometric Methodology - Couverture rigide

Granger, C. W. J.

Couverture rigide

ISBN 10 : 0198286899 ISBN 13 : 9780198286899

Editeur : Oxford University Press, 1990

Synopsis

This is a volume of readings for graduate students, especially those taking courses in applied econometrics, who need to learn how to evaluate the validity of the theories and techniques they are taught. The aim is to help them in the difficult task of actually constructing models. A variety of alternative strategies is discussed: the collection includes 17 papers by the leading authorities in the field, 3 of them previously unpublished, and is prefaced with an introduction to the controversies of econometric methodology by the editor. The papers vary in the degree of technical sophistication used but anyone reading the book should gain a sound knowledge of the practical difficulties in model specification, evaluation and interpretation, as well as advice on tackling these difficulties.

A propos du livre

Présentation de l'éditeur

This book helps economists with the difficult task of constructing econometric models and will be especially useful to those taking courses in applied econometrics who need to learn how to evaluate the validity of the theories and techniques they are taught. The volume contains seventeen papers by the leading authorities in the field, divided into four groups, to each of which the editor provides an introduction. The whole volume is prefaced with an editorial discussion of the controversies of the subject. The methods critically discussed include the traditional ones, such as vector auto-regressions; Bayesian techniques; and the comprehensive modelling strategy advocated by reseachers at the London School of Economics. The papers vary in the degree of sophistication used, but anyone reading the book should gain a sound knowledge of the practical difficulties involved in model specification, evaluation, and interpretation.

Revue de presse

`The appearance of this volume is singularly welcome and not a minute premature ... For anyone remotely interested in applied economic research, it is hard to recommend this volume strongly enough, and Professor Granger deserves our warmest thanks for putting it together ... Now that we have the implications of the biggest theoretical advance in several decades to unravel, it will be fascinating to watch how the methodology controversy develops. As the show begins, this volume will be an indispendable handbook for both interested spectators and participants in the arena.' Economica

'The book is a fascinating document which bears witness to the confusion, frustration and occasional anger of a scientific discipline which is beset by failure on every side.' D.S.G. Pollock, The Economic Journal, July 1991

`very useful textbook' E. Tzaralis, University of Exeter

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 1990
• Langue: anglais
• ISBN 10: 0198286899
• ISBN 13: 9780198286899
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 425
• Coordonnées du fabricant: non disponible
• Personne responsable: Messaggerie Libri ; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; Italie