The Methodology Of Econometrics
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History And Methodology Of Econometrics
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Author : Neil De Marchi
language : en
Publisher: Oxford University Press, USA
Release Date : 1989
History And Methodology Of Econometrics written by Neil De Marchi and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Business & Economics categories.
The past decade has seen a lively debate on the methodology of econometrics: econometricians can now estimate almost any model they choose to specify, but many have expressed doubts about the practical usefulness and scientific validity of such models. In this volume, prominent historians of econometrics work with methodologists and practicing econometricians to illuminate current controversies and explain the origins of the present situation.
Representation And Structure In Economics
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Author : Hsiang-Ke Chao
language : en
Publisher: Routledge
Release Date : 2020-04-08
Representation And Structure In Economics written by Hsiang-Ke Chao and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-08 with Business & Economics categories.
This book provides a methodological perspective on understanding the essential roles of econometric models in the theory and practice. Offering a comprehensive and comparative exposition of the accounts of models in both econometrics and philosophy of science, this work shows how econometrics and philosophy of science are interconnected while exploring the methodological insight of econometric modelling that can be added to modern philosophical thought. The notion of structure is thoroughly discussed throughout the book. The studies of the consumption function of Trygve Haavelmo, Richard Stone, Milton Friedman, David Hendry and Robert Lucas are taken as the case studies to investigate their methodological implications of model and structure. In addition to the semantic view of the scientific theories, various philosophical accounts concerning scientific models are used to shed light on the methodological nature of these consumption studies in economics. This book will be of great interest to scholars and students of methodology of economics and econometrics as well as anyone interested in the philosophy of science in an economic context.
Probability Econometrics And Truth
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Author : Hugo A. Keuzenkamp
language : en
Publisher: Cambridge University Press
Release Date : 2000-11-02
Probability Econometrics And Truth written by Hugo A. Keuzenkamp and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-11-02 with Business & Economics categories.
When John Maynard Keynes likened Jan Tinbergen's early work in econometrics to black magic and alchemy, he was expressing a widely held view of a new discipline. However, even after half a century of practical work and theorizing by some of the most accomplished social scientists, Keynes' comments are still repeated today. This book assesses the foundations and development of econometrics and sets out a basis for the reconstruction of the foundations of econometric inference by examining the various interpretations of probability theory which underlie econometrics. Keuzenkamp claims that the probabilistic foundations of econometrics are weak, and although econometric inferences may yield interesting knowledge, claims to be able to falsify or verify economic theories are unwarranted. Methodological falsificationism in econometrics is an illusion. Instead, it is argued, econometrics should locate itself in the tradition of positivism.
The Methodology And Practice Of Econometrics
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Author : Jennifer Castle
language : en
Publisher: OUP Oxford
Release Date : 2009-04-30
The Methodology And Practice Of Econometrics written by Jennifer Castle and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-30 with Business & Economics categories.
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encompassing. The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics. Contributors include: Karim Abadir, Anindya Banerjee, Gunnar Bårdsen, Andreas Beyer, Mike Clements, James Davidson, Juan Dolado, Jurgen Doornik, Robert Engle, Neil Ericsson, Jesus Gonzalo, Clive Granger, David Hendry, Kevin Hoover, Søren Johansen, Katarina Juselius, Steven Kamin, Pauline Kennedy, Maozu Lu, Massimiliano Marcellino, Laura Mayoral, Grayham Mizon, Bent Nielsen, Ragnor Nymoen, Jim Stock, Pravin Trivedi, Paolo Paruolo, Mark Watson, Hal White, and David Zimmer.
The Art And Science Of Econometrics
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Author : Ping Zong
language : en
Publisher: Routledge
Release Date : 2022-05-02
The Art And Science Of Econometrics written by Ping Zong and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-02 with Business & Economics categories.
Today econometrics has been widely applied in the empirical study of economics. As an empirical science, econometrics uses rigorous mathematical and statistical methods for economic problems. Understanding the methodologies of both econometrics and statistics is a crucial departure for econometrics. The primary focus of this book is to provide an understanding of statistical properties behind econometric methods. Following the introduction in Chapter 1, Chapter 2 provides the methodological review of both econometrics and statistics in different periods since the 1930s. Chapters 3 and 4 explain the underlying theoretical methodologies for estimated equations in the simple regression and multiple regression models and discuss the debates about p-values in particular. This part of the book offers the reader a richer understanding of the methods of statistics behind the methodology of econometrics. Chapters 5–9 of the book are focused on the discussion of regression models using time series data, traditional causal econometric models, and the latest statistical techniques. By concentrating on dynamic structural linear models like state-space models and the Bayesian approach, the book alludes to the fact that this methodological study is not only a science but also an art. This work serves as a handy reference book for anyone interested in econometrics, particularly in relevance to students and academic and business researchers in all quantitative analysis fields.
The Limits Of Econometrics
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Author : A. C. Darnell
language : en
Publisher: Edward Elgar Publishing
Release Date : 1990
The Limits Of Econometrics written by A. C. Darnell and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Econometrics categories.
Econometric issues have provoked a lively and sometimes adversarial debate in the economics profession. The excitement and intellectual vitality of that debate is captured here for the reader in a lucid overview of econometric approaches, describing their advantages and limitations. This ambitious book focuses on the underlying methodological issues rather than concentrating upon econometric techniques. The limits of econometric investigations are identified through a critical appraisal of three different approaches associated with the work of Professors Hendry, Leamer and Sims. After explaining why the early optimism in econometrics was misplaced, it argues that rejection is not an appropriate response. It offers a rich spectrum of approaches to a problem of central importance in the development of modern economics. The book will appeal not only to all econometricians whatever their persuasion but also to all those with an interest in the methodology of economics.
Econometrics Alchemy Or Science
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Author : David F. Hendry
language : en
Publisher: OUP Oxford
Release Date : 2000-10-26
Econometrics Alchemy Or Science written by David F. Hendry and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-10-26 with Business & Economics categories.
"Econometrics: Alchemy or Science?" analyses the effectiveness and validity of applying econometric methods to economic time series. The methodological dispute is long-standing, and no claim can be made for a single valid method, but recent results on the theory and practice of model selection bid fair to resolve many of the contentious issues. The book presents criticisms and evaluations of competing approaches, based on theoretical economic and econometric analyses, empirical applications, and Monte Carlo simulations, which interact to determine best practice. It explains the evolution of an approach to econometric modelling founded in careful statistical analyses of the available data, using economic theory to guide the general model specification. From a strong foundation in the theory of reduction, via a range of applied and simulation studies, it demonstrates that general-to-specific procedures have excellent properties. The book is divided into four Parts: Routes and Route Maps; Empirical Modelling Strategies; Formalization; and Retrospect and Prospect. A short preamble to each chapter sketches the salient themes, links to earlier and later developments, and the lessons learnt or missed at the time. A sequence of detailed empirical studies of consumers' expenditure and money demand illustrate most facets of the approach. Material new to this revised edition describes recent major advances in computer-automated model selection, embodied in the powerful new software program PcGets, which establish the operational success of the modelling strategy.
Two Essays On The Methodology Of Econometrics
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Author : Christopher L. Gilbert
language : en
Publisher:
Release Date : 1996
Two Essays On The Methodology Of Econometrics written by Christopher L. Gilbert and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Econometrics categories.
The Methodology Of Economic Model Building Routledge Revivals
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Author : Lawrence A. Boland
language : en
Publisher: Routledge
Release Date : 2014-05-01
The Methodology Of Economic Model Building Routledge Revivals written by Lawrence A. Boland and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-01 with Business & Economics categories.
The major methodological task for modern economists has been to establish the testability of models. Too often, however, methodological assumptions can make a model virtually impossible to test even under ideal conditions, yet few theorists have examined the requirements and problems of assuring testability in economics. In The Methodology of Economic Model Building, first published in 1989, Lawrence Boland presents the results of a research project that spanned more than twenty years. He examines how economists have applied the philosophy of Karl Popper, relating methodological debates about falsifiability to wider discussions about the truth status of models in natural and social sciences. He concludes that model building in economics reflects more the methodological prescriptions of the economist Paul Samuelson than Popper’s ‘falsificationism’. This title will prove invaluable to both students and researchers, and represents a substantial contribution to debates about the scientific status of economics.
Statistical Methods Of Econometrics
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Author : Edmond Malinvaud
language : en
Publisher: North-Holland
Release Date : 1970
Statistical Methods Of Econometrics written by Edmond Malinvaud and has been published by North-Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Econometrics categories.