Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics) - Couverture souple

Livre 1 sur 26: Advanced Texts in Econometrics
 
9780198287360: Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics)
Couverture souple
ISBN 10 : 0198287364 ISBN 13 : 9780198287360
Editeur : Oxford Univ Pr, 1991

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Oxford Univ Pr
Date d'édition
1991
Langue
anglais
ISBN 10 
0198287364
ISBN 13 
9780198287360
Reliure
Broché
Nombre de pages
424
Éditeur
Granger C. W. J.
Coordonnées du fabricant
non disponible
Personne responsable
Ufficio Anagrafiche Messaggerie
ufficio.anagrafiche@meli.it

Via Verdi, 8
Assago Milano
20090
Italie

Autres éditions populaires du même titre

9780198286899: Modelling Economic Series: Readings in Econometric Methodology

Edition présentée

ISBN 10 :  0198286899 ISBN 13 :  9780198286899
Editeur : Oxford University Press, 1990
Couverture rigide