Modelling economic series

Part I: Introduction to Part I: Edward E. Leamer: Let's take con out of econometrics; Michael McAleer, Adrian R. Pagan & Paul A. Volker: What will take the con out of econometrics; Trevor S. Breusch: Simplified extreme bounds; Adrian R. Pagan, Paul A. Volker, Thomas F. Cooley & Stephen F. LeRoy: What will take the con out of econometrics: A reply to McAleer; Edward E. Leamer: Sensitivity analysis would help; Adrian Pagan: Three econometric methodologies: A critical appraisal; David F. Hendry & Grayham E. Mizon: Procrustean econometrics: or stretching and squeezing data; Christopher A. Sims: Macroeconomics and reality; Part II: Alternative Methodologies: Introduction to Part II: Ray Fair: Macroeconomic methodology; Richard M. Todd: Improving economic forecasting with Bayesian vector autoregression; Edward E. Leamer: A Bayesian analysis of the determinants of inflation; Arnold Zellner: Bayesian analysis in econometrics; Part III: LSE Methodology: Introduction to Part III: Christopher Gilbert: Professor Hendry's econometric methodology; David F. Hendry & Jean-Francois Richard: On the formulation for empirical models in dynamic econometrics; Aris Spanos: Towards a methodology of econometric modelling; Part IV: Model Evaluation and Selection: Introduction to Part IV: Halbert White: Model selection; Y. Chong & D. F. Hendry: Econometric evaluation of linear macro-economic models