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Econometrics: Alchemy or science? Essays in econometric methodology

Abstract:

Eighteen previously published papers discuss econometric methodology. Essays focus on econometrics--alchemy or science; stochastic specification in an aggregate demand model of the United Kingdom; dynamic specification; testing dynamic specification in small simultaneous systems; the times-series approach to econometric model building; serial correlation as a convenient simplification; an empirical application and Monte Carlo analysis of tests of dynamic specification; econometric modeling of...

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David F Hendry More by this author
Publication date:
1993
URN:
uuid:793bb508-c1b0-4e4a-b9a2-97aa4edbed2a
Local pid:
oai:economics.ouls.ox.ac.uk:9463
Language:
English

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