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Empirical modeling in economics : specification and evaluation

Author: C W J Granger
Publisher: Cambridge ; New York : Cambridge University Press, 1999.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
These essays explain the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and from economics, finance, politics and the entertainment industry, they provide an insight into this important field in economics.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: C W J Granger
ISBN: 0521662087 9780521662086 0521778255 9780521778251
OCLC Number: 42707761
Description: xii, 99 pages ; 22 cm
Contents: Foreword / G.C. Harcourt --
1. The specification of empirical models --
2. The evaluation of empirical models --
3. Comments on the evaluation of econometric models and of forecasts.
Responsibility: Clive W.J. Granger.
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Abstract:

Lucid account of the process of constructing and evaluating an empirical model.  Read more...

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'Wide ranging in scope [these essays] condense a large amount of material into a short book ... they contain a lot of wisdeom and illuminating insights.' The Times Higher Education Supplement

 
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