Modelling Economic Series : Readings in Econometric Methodology

C. W. J. (Professor of Economics Granger

ISBN 10: 0198287364 / ISBN 13: 9780198287360

Edité par Oxford University Press Apr 1991, 1991

A propos de cet article

Neuware - 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 editorialdiscussion 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.

N° de réf. du vendeur 9780198287360

Détails bibliographiques

• Titre: Modelling Economic Series : Readings in Econometric Methodology
• Éditeur: Oxford University Press Apr 1991
• Date de parution: 1991
• Langue: anglais
• ISBN à 10 chiffres: 0198287364
• ISBN à 13 chiffres: 9780198287360
• Reliure: Taschenbuch
• État de l'article: Neu
• Dimensions: 235 L x 162 H x 26 P (en millimètres) 235 millimètres de largeur par 162 millimètres de hauteur par 26 millimètres de profondeur
• Poids: 640 grammes

A propos de ce titre

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.