The formation of econometrics : a historical perspective (Computer file, 2004) []
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The formation of econometrics : a historical perspective

Author: Duo Qin
Publisher: Oxford : Oxford Univ. Press, 2004.
Series: Oxford Scholarship Online
Edition/Format:   Computer file : English

A scholarly study of a crucial period in the history of econometrics. It analyzes the development of the theory and methodology over 1930-1960, arguing in particular that the "probability revolution"  Read more...


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Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Duo Qin
ISBN: 0198292872 9780198292876 0198283881 9780198283881
OCLC Number: 177356237
Notes: Digitalisat der Druck-Ausg. Oxford, 1997.
Description: Online-Ressource.
Contents: Part 1 The probability foundations of econometrics: the eve of the probability revolution; introduction of probability theory; the Haavelmo revolution; alternative approaches; an incomplete revolution. Part 2 Model construction: econometric measurement without models; emergence of structural model construction; formalization of stuctural model formulation; maturity of simultaneous-equations model formulation. Part 3 Estimation: from LS to ML estimation before Haavelmo's revolution; ML estimation of simultaneous-equations systems; estimation with special concerns for time-series data; other estimation methods for errors-in-variables models; from ML back to LS, completion of estimation procedure for simultaneous-equations systems. Part 4 Identification: taking shape; initial systematization; the first explicit formalization; further developments. Part 5 Testing: antecedents; adoption of the hypothesis-testing framework and invention of econometric tests; hypothesis-testing via model evaluation in applied econometrics; diagnostic tests for model evaluation in theoretical econometrics. Part 6 Model construction revisited: testing and model construction; identification and model construction; estimation and model construction; model construction and the probability approach; the history in retrospect.
Series Title: Oxford Scholarship Online
Responsibility: Qin Duo.


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