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Preface | ||
Acknowledgements | ||
Introduction | 1 | |
Pt. I | Roots and Route Maps | 9 |
1 | Econometrics - Alchemy or Science? | 11 |
2 | Stochastic Specification in an Aggregate Demand Model of the United Kingdom | 29 |
3 | Testing Dynamic Specification in Small Simultaneous Systems: an Application to a Model of Building Society Behaviour in the United Kingdom | 52 |
4 | Dynamic Specification | 72 |
Pt. II | The Development of Empirical Modelling Strategies | 113 |
5 | On the Time-Series Approach to Econometric Model Building | 119 |
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 | 129 |
7 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification | 146 |
8 | Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom | 175 |
9 | Liquidity and Inflation Effects on Consumers' Expenditure | 210 |
10 | Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom | 231 |
11 | Predictive Failure and Econometric Modelling in Macroeconomics: the Transactions Demand for Money | 246 |
12 | Monetary Economic Myth and Econometric Reality | 270 |
Pt. III | Formalization | 287 |
13 | The Structure of Simultaneous Equations Estimators | 291 |
14 | AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors | 314 |
15 | Exogeneity | 330 |
16 | On the Formulation of Empirical Models in Dynamic Econometrics | 358 |
17 | The Econometric Analysis of Economic Time Series | 387 |
Pt. IV | Retrospect and Prospect | 417 |
18 | Econometric Modelling: the 'Consumption Function' in Retrospect | 419 |
19 | Postscript: the Econometrics of PC-GIVE | 444 |
References | 467 | |
Bibliography | 494 | |
Index | 499 |
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Add Econometrics: Alchemy or Science?, Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to , Econometrics: Alchemy or Science? to the inventory that you are selling on WonderClubX
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Add Econometrics: Alchemy or Science?, Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to , Econometrics: Alchemy or Science? to your collection on WonderClub |