Articles liés à The Measurement of Economic Relationships
The Measurement of Economic Relationships - Couverture souple
Livre 38 sur 54: Advanced Studies in Theoretical and Applied Econometrics
Synopsis
Preface Chapter 1 Introduction 1.1 The Status Quo 1.2 The CLM in Academic Studies 1.3 The CLM in Practice 1.4 Extensions of the CLM 1.5 The Road Ahead Chapter 2 The Fitting Method: An Introduction 2.1 Introduction 2.2 The Problem 2.3 The Available Information 2.4 One Solution 2.5 Least Squares and Spreadsheets 2.6 Constrained Least Squares 2.7 Tolerance Intervals 2.8 Joint Tests and Tolerance Regions 2.9 Interval Forecasts 2.10 Computer Output 2.11 In Summary Chapter 3 The Fitting Method: A formal Treatment 3.1 Introduction 3.2 Relationships 3.3 Unrestricted Least Squares 3.4 Restricted Least Squares 3.5 Ordinary Tolerance Intervals and Regions 3.6 A Tolerance Region for All Parameters 3.7 Tolerance Interval Forecasts 3.8 Possible Extensions Chapter 4 The Classical Linear Model 4.1 Introduction 4.2 The Assumptions of the CLM 4.3 Estimates and Their Properties 4.4 Statistical Inference 4.5 Specification Error 4.6 On Confidence Interval Estimates 4.7 The Many Problems of Significance 4.8 On Confidence Interval Forecasts 4.9 The Art and Practice of Statistical Inference 4.10 Bad Practice or Bad Theory? Chapter 5 The Central Assumptions 5.1 Introduction 5.2 True Parameters? 5.3 The Randomness of Error 5.4 Probability 5.5 The CentralLimit Theorem and Normality 5.6 Are the Unknown Factors Random Variables? 5.7 Serial Correlation 5.8 The 'As If' Argument 5.9 A Probably Deviation 5.10 On the Distribution of Residuals 5.11 In Summary Chapter 6 Random Processes 6.1 Introduction 6.2 The Coin Toss 6.3 Of Birth and Deaths 6.4 Stock market Prices 6.5 Some Perils of Time Series Analysis 6.6 In Conclusion Chapter 7 The 'Probabilistic Revolution' 7.1 Introduction 7.2 Before Haavelmo 7.3 Haavelmo on Relationships 7.4 Haavelmo in Contemporary Reviews 7.5 The Probability Approach Reconsidered 7.6 Random Sampling 7.7 The Assumptions Reconsidered, Continuation 7.8 In Summary Chapter 8 Assessment 8.1 The Fitting Method in Perspective 8.2 The Tolerance Level 8.3 The Technical Pursuit of Fit 8.4 The Success Rate of Tolerance Interval Forecasts 8.5 The Poverty of Properties 8.6 Does it Matter 8.7 Subjective Probability 8.8 Determinism and Probabilism 8.9 The 'As If' Assumption Revisited 8.10 Why the Status Quo 8.11 A Pragmatic Approach References Index
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