The foundations of econometric analysis

Book

Forty-five selected readings, most previously published, trace the foundation and evolution of econometrics. Essays focus on the early discussion stimulated by the introduction of statistical thinking and methods into economics; early time-series analysis; applied econometrics and the identification problem; the evolution of statistical thinking in econometrics; dynamic models; the Tinbergen debate; structure and simultaneity; the probabilistic revolution; and exogeneity. Hendry is at Nuffield College, University of Oxford. Morgan is at the London School of Economics and the University of Amsterdam. Index.

• Publisher: Cambridge University Press
• Place of publication: Cambridge; New York and Melbourne
• Publication date: 1995-01-01
• Language: English