Modelling Economic Series: Readings in Econometric Methodology
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
Co říkají ostatní - Napsat recenzi
What will Take the Con out of Econometrics?
Simplified Extreme Bounds
Sensitivity Analyses Would Help
A Critical Appraisal
Or Stretching and Squeezing Data
Macroeconomics and Reality
A Bayesian Analysis of the Determinants of Inflation
Bayesian Analysis in Econometrics
On the Formulation of Empirical Models in Dynamic
Towards a Unifying Methodological Framework
Econometric Evaluation of Linear Macroeconomic Models
Improving Economic Forecasting with Bayesian Vector