Econometrics: Alchemy or Science? : Essays in Econometric Methodology: Alchemy or Science? - Essays on Econometric Methodology

Hendry, David F.

ISBN 10: 1557862648 / ISBN 13: 9781557862648

Editore: Blackwell Publishers, 1992

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Zustand: Gut | Seiten: 550 | Sprache: Englisch | Produktart: Bücher.

Codice articolo 38869777/3

Dati bibliografici

• Titolo: Econometrics: Alchemy or Science? : Essays in Econometric Methodology: Alchemy or Science? - Essays on Econometric Methodology
• Editore: Blackwell Publishers
• Data di pubblicazione: 1992
• Lingua: Inglese
• ISBN 10: 1557862648
• ISBN 13: 9781557862648
• Rilegatura: Rilegato
• Condizione: Gut
• Cataloghi dei venditori:
  • Bücher

Descrizione articolo

Riassunto

This volume draws together David Hendry's work on econometrics, tracing the main steps through which he has evolved his theories. Both destructive and contructive criticisms of methods are offered then critically evaluated, using theoretical economic and econometric analyses, empirical applications and Monte Carlo simulations. Empirical studies are used as the vehicle for the exposition and analysis of practical problems like collinearity, seasonality, autocorrelation, simultaneity, parameter constancy and data modelling.

L'autore

David F. Hendry is Leverhulme Personal Research Professor of Economics and Fellow of Nuffield College, Oxford. He was previously Professor of Econometrics at both the London School of Economics and the University of California at San Diego.