Modelling Economic Series: Readings in Econometric Methodology

Přední strana obálky
Clive William John Granger
Clarendon Press, 1991 - Počet stran: 419
Particularly useful for graduate students, this book offers instruction in model-building from such authorities as E. Leamer, A. Pagan, P. A. Volker, M. McAleer, C. Sims, T. Breusch, R. Fair, R. Todd, A. Zellner, C. Gilbert, D. Hendry, J. Richard, A. Spanos, H. White, and Y. Chong. The readings assist in the difficult task of actually constructing models, and discuss a variety of alternative strategies. Prefaced with an introduction to the controversies of econometric methodology, the book provides a solid background in the practical difficulties in model specification, evaluation, and interpretation, as well as advice on tackling these difficulties.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

 

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Obsah

Introduction
27
What will Take the Con out of Econometrics?
50
Simplified Extreme Bounds
72
A Reply
82
Sensitivity Analyses Would Help
88
A Critical Appraisal
97
Or Stretching and Squeezing Data
121
Macroeconomics and Reality
137
A Bayesian Analysis of the Determinants of Inflation
235
Bayesian Analysis in Econometrics
260
Introduction
277
On the Formulation of Empirical Models in Dynamic
302
Towards a Unifying Methodological Framework
335
Introduction
367
Econometric Evaluation of Linear Macroeconomic Models
384
Index
411

Introduction
193
Improving Economic Forecasting with Bayesian Vector
214

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O autorovi (1991)

C. W. J. Granger is at University of California, San Diego.

Bibliografické údaje