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Econometrics: alchemy or science? : Essays in econometric methodology

Author: David F Hendry
Publisher: Oxford : Oxford Univ. Press, 2004.
Series: Oxford Scholarship Online
Edition/Format:   Computer file : English

This edition presents a new paper which explains the logic of the author's general approach to econometric modelling and describes major advances in computer-automated modelling, which establish the  Read more...


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Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: David F Hendry
ISBN: 0198293542 9780198293545
OCLC Number: 177390441
Notes: Digitalisat der Druck-Ausg. Oxford, 2000.
Description: Online-Ressource.
Contents: I. ROOTS AND ROUTE MAPS ; 1. Econometrics - Alchemy or Science? ; 2. Stochastic Specification in an Aggregate Demand Model of the United Kingdom ; 3. Testing Dynamic Specification in Small Simultaneous Systems: an Application to a Model of Building Society Behaviour in the United Kingdom ; 4. Dynamic Specification ; II. THE DEVELOPMENT OF EMPIRICAL MODELLING STRATEGIES ; 5. On the Time-Series Approach ; 6. Serial Correlation as a Convenient Simplification, not a Nuisance: a Comment on a Study of the Demand for Money by the Bank of England ; 7. An Empirical Application and Monte Carlo Analysis of the Tests of Dynamic Specification ; 8. Econometric Modelling of the Aggregate Tme-Series Relationship between Consumers' Expenditure and Income in the United Kingdom ; 9. Liquidity and Inflation Effects on Consumers' Expenditure ; 10. Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom ; 11. Predictive Failure and Econometric Modelling in Macroeconomics: the Transactions Demand for Money ; 12. Monetary Economic Myth and Econometric Reality ; III. FORMALIZATION ; 13. The Structure of Simultaneous Equations Estimators ; 14. AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors ; 15. Exogenity ; 16. On the Formulation of Empirical Models in Dynamic Econometrics ; 17. The Econometric Analysis of Economic Time Series ; IV. RETROSPECT AND PROSPECT ; 18. Econometric Modelling: the 'Consumption Function' in Retrospect ; 19. Postscript: the Econometrics of PC-GIVE ; 20. Epilogue: the Success of General-to-Specific Model Selection
Series Title: Oxford Scholarship Online
Responsibility: David F. Hendry.


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Eighteen previously published papers of methodology, from the period 1974 to 1985, provide an overview of the development of the field and are integrated by commentary on the motivations, Read more...

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