Empirical Modeling in Economics: Specification and Evaluation - Couverture souple

Granger, Clive

Couverture souple

ISBN 10 : 0521778255 ISBN 13 : 9780521778251

Editeur : Cambridge University Press, 2010

Synopsis

In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigour with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. The process of specifying a model is discussed using deforestation in the Amazon region of Brazil as an illustration. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should be evaluated in terms of the quality of their output. In Chapter 3, the question of how to evaluate forecasts is considered at several levels of increasing depth and using a more sophisticated, technical approach than in the earlier two chapters.

A propos du livre

À propos de l'auteur

Winner of The Nobel Prize for Economics 2003.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 0521778255
• ISBN 13: 9780521778251
• Reliure: Broché
• Nombre de pages: 112
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France