Econometrics : alchemy or science? : essays in econometric methodology /
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| Author / Creator: | Hendry, David F. |
|---|---|
| Imprint: | Oxford, UK ; Cambridge, USA : B. Blackwell, 1993. |
| Description: | xiv, 518 p. : ill. ; 26 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1313215 |
Table of Contents:
- Pt. 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
- Pt. II. The Development of Empirical Modelling Strategies. 5. On the Time-Series Approach to Econometric Model Building. 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 Tests of Dynamic Specification. 8. Econometric Modelling of the Aggregate Time-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
- Pt. III. Formalization. 13. The Structure of Simultaneous Equations Estimators. 14. AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors. 15. Exogeneity. 16. On the Formulation of Empirical Models in Dynamic Econometrics. 17. The Econometric Analysis of Economic Time Series
- Pt. IV. Retrospect and Prospect. 18. Econometric Modelling: the 'Consumption Function' in Retrospect. 19. Postscript: the Econometrics of PC-GIVE.