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Book Categories |
Introduction | 1 | |
1 | The Probability Foundations of Econometrics | 7 |
1.1 | The Eve of the Probability Revolution | 9 |
1.2 | Introduction of Probability Theory | 13 |
1.3 | The Haavelmo Revolution | 19 |
1.4 | Alternative Approaches | 26 |
1.5 | An Incomplete Revolution | 31 |
2 | Model Construction | 37 |
2.1 | Econometric Measurement without Models | 38 |
2.2 | Emergence of Structural Model Construction | 44 |
2.3 | Formalization of Structural Model Formulation | 52 |
2.4 | Maturity of Simultaneous-Equations Model Formulation | 58 |
3 | Estimation | 65 |
3.1 | From LS to ML Estimation before Haavelmo's Revolution | 66 |
3.2 | ML Estimation of Simultaneous-Equations Systems | 72 |
3.3 | Estimation with Special Concerns for Time-Series Data | 79 |
3.4 | Other Estimation Methods for Errors-in-Variables Models | 84 |
3.5 | From ML back to LS, Completion of Estimation Procedure for Simultaneous-Equations Systems | 88 |
4 | Identification | 95 |
4.1 | Taking Shape | 96 |
4.2 | Initial Systematization | 102 |
4.3 | The First Explicit Formalization | 108 |
4.4 | Further Developments | 113 |
5 | Testing | 121 |
5.1 | Antecedents | 122 |
5.2 | Adoption of the Hypothesis-Testing Framework and Invention of Econometric Tests | 129 |
5.3 | Hypothesis-Testing via Model Evaluation in Applied Econometrics | 135 |
5.4 | Diagnostic Tests for Model Evaluation in Theoretical Econometrics | 141 |
6 | Model Construction Revisited | 149 |
6.1 | Testing and Model Construction | 150 |
6.2 | Identification and Model Construction | 158 |
6.3 | Estimation and Model Construction | 164 |
6.4 | Model Construction and the Probability Approach | 175 |
The History Revisited | 183 | |
Bibliography | 189 | |
Index of Names | 207 | |
Index of Subjects | 210 |
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Add The Formation of Econometrics : A Historical Perspective, Duo Qin examines the history of econometrics from 1930 to 1960 in terms of the basic issues in econometric modelling: the probability foundations, estimation, identification, testing and model construction, and specification. She specifically argues that , The Formation of Econometrics : A Historical Perspective to the inventory that you are selling on WonderClubX
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Add The Formation of Econometrics : A Historical Perspective, Duo Qin examines the history of econometrics from 1930 to 1960 in terms of the basic issues in econometric modelling: the probability foundations, estimation, identification, testing and model construction, and specification. She specifically argues that , The Formation of Econometrics : A Historical Perspective to your collection on WonderClub |