Modelling Economic Series: Readings in Econometric MethodologyClive William John Granger Clarendon Press, 1990 - Počet stran: 419 This is a volume of readings for graduate students, especially those taking courses in applied econometrics, who need to learn how to evaluate the validity of present theories and techniques. The aim of the text is to aid readers in the difficult task of actually constructing models. The essays vary in the degree of technical sophistication used, but each paper intends to provide students with a sound knowledge of the practical difficulties of model specification, evaluation and interpretation, as well as advice on tackling these difficulties. |
Obsah
General Introduction | 1 |
Introduction | 27 |
Lets Take the Con out of Econometrics | 37 |
What will Take the Con out of Econometrics? | 59 |
Simplified Extreme Bounds | 72 |
A Reply | 82 |
Sensitivity Analyses Would Help | 88 |
A Critical Appraisal | 97 |
Improving Economic Forecasting with Bayesian Vector | 214 |
A Bayesian Analysis of the Determinants of Inflation | 235 |
Bayesian Analysis in Econometrics | 260 |
Introduction | 277 |
On the Formulation of Empirical Models in Dynamic | 304 |
Towards a Unifying Methodological Framework | 335 |
Introduction | 367 |
Econometric Evaluation of Linear Macroeconomic Models | 384 |
Or Stretching and Squeezing Data | 121 |
Macroeconomics and Reality | 137 |
Introduction | 193 |
214 | 402 |
| 411 | |
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