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Econometrics: Alchemy or science? Essays in econometric methodology

Abstract:

Eighteen previously published papers on methodology, from the period 1974 to 1985, provide an overview of the development of the field and are integrated by commentary on the motivations, personalities, and ideas central to this development. Papers discuss whether econometrics is alchemy or science; stochastic specification in an aggregate demand model of the United Kingdom; testing dynamic specification in small simultaneous systems and an application to a model of building-society behavior ...

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David F Hendry More by this author
Publication date:
2000
URN:
uuid:d174c01f-5e93-47fc-a40c-da821fd78bf3
Local pid:
oai:economics.ouls.ox.ac.uk:9462
Language:
English

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