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Look Inside The Foundations of Econometric Analysis

The Foundations of Econometric Analysis

£113.00

J. N. Keynes, W. C. Mitchell, H. L. Moore, L. Robbins, J. A. Schumpeter, W. S. Jevons, R. H. Hooker, W. M. Persons, G. U. Yule, H. Working, A. Wald, A. W. Marget, R. A. Lehfeldt, P. G. Wright, J. Tinbergen, H. Schultz, R. Frisch, W. W. Leontief, J. Marschak, T. C. Koopmans, O. Reiersöl, I. Fisher, H. O. A. Wold, O. Lange, T. Haavelmo, R. Vining, M. Hastay, G. H. Orcutt
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  • Date Published: September 1995
  • availability: Available
  • format: Hardback
  • isbn: 9780521380430

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About the Authors
  • In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.

    • Now available in paperback, this book provides easy access to the most important foundational papers in the field of econometrics
    • Offers integrated, well-informed editorial commentaries illuminating both the concepts and the applications
    • A companion volume to Morgan's successful The History of Econometric Ideas (Cambridge University Press, 1990)
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    Reviews & endorsements

    'Hendry and Morgan assemble in one place the classics of econometric thought. It is required reading for any student of the history of econometrics or anyone interested in the evolution of one body of thinking about how to interpret empirical evidence.' James Heckman, University of Chicago

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    Product details

    • Date Published: September 1995
    • format: Hardback
    • isbn: 9780521380430
    • length: 576 pages
    • dimensions: 244 x 170 x 32 mm
    • weight: 1.11kg
    • contains: 83 b/w illus.
    • availability: Available
  • Table of Contents

    Introduction
    Part I. The Emerging Role of Econometrics in Economics:
    1. The scope and method of political economy J. N. Keynes
    2. Business cycles W. C. Mitchell
    3. Economic cycles: their law and cause H. L. Moore
    4. An essay on the nature and significance of economic science L. Robbins
    5. The common sense of econometrics J. A. Schumpeter
    Part II. Early Time Series Analysis:
    6. On the study of periodic commercial fluctuations W. S. Jevons
    7. Correlation of the marriage rate with trade R. H. Hooker
    8. The correlation of economic statistics W. M. Persons
    9. Why do we get nonsense correlations between time series? G. U. Yule
    10. On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers G. U. Yule
    11. A random difference series for use in the analysis of time series H. Working
    12. Calculation and elimination of seasonal fluctuations A. Wald
    13. Morgenstern on economic forecasting A. W. Marget
    Part III. Applied Econometrics and the Identification Problem:
    14. The elasticity of the demand for wheat R. A. Lehfeldt
    15. Economic cycles: their law and cause H. L. Moore
    16. Moore's economic cycles P. G. Wright
    17. A moving equilibrium of demand and supply H. L. Moore
    18. Statistical laws of demand and supply P. G. Wright
    19. Determination and interpretation of supply curves J. Tinbergen
    Part IV. The Evolution of Statistical Thinking in Econometrics:
    20. Statistical laws of demand and supply with special application to sugar H. Schultz
    21. 'Pitfalls' debate R. Frisch, W. W. Leontief and J. Marschak
    22. Statistical confluence analysis by means of complete regression systems R. Frisch
    23. Linear regression analysis of economic time series T. C. Koopmans
    24. Statistical testing of business cycle theories J. Tinbergen
    25. Residual variables in regression and confluence analysis O. Reiersöl
    Part V. Dynamic Models:
    26. Our unstable dollar and the so-called business cycle I. Fisher
    27. The notions of horizon and expectance in dynamic economics J. Tinbergen
    28. Propagation problems and impulse problems in dynamic economics R. Frisch
    29. Statistical testing of business cycle theories: business cycles in the United States of America 1919–32 J. Tinbergen
    30. Statistical estimation of economic relationships H. O. A. Wold
    31. Prolegomena to a pressure-analysis of economic phenomena R. Frisch
    Part VI. The Tinbergen Debate:
    32. Statistical testing of business cycle theories: a method and its application to investment activity J. Tinbergen
    33. Professor Tinbergen's method J. N. Keynes
    34. Mr Keynes on the statistical verification of business cycle theories J. Marschak and O. Lange
    34. Econometric testing of business cycle research J. Tinbergen
    35. Autonomy of economic relations R. Frisch
    Part VII. Structure and Simultaneity:
    36. Economic interdependence and statistical analysis J. Marschak
    37. The probability approach in econometrics T. Haavelmo
    38. The statistical implications of a system of simultaneous equations T. Haavelmo
    39. Statistical estimation of economic relationships H. O. A. Wold
    Part VIII. The Probabilistic Revolution:
    40. The probability approach in econometrics T. Haavelmo
    41. 'Measurement without theory' debate T. C. Koopmans, R. Vining, and M. Hastay
    Part IX. Exogeneity:
    42. When is an equation system complete for statistical purposes? T. C. Koopmans
    43. Towards partial redirection of econometrics, actions, consequences and casual relations G. H. Orcutt
    Conclusion.

  • Authors

    David F. Hendry, University of Oxford

    Mary S. Morgan, London School of Economics and Political Science

    Contributors

    J. N. Keynes, W. C. Mitchell, H. L. Moore, L. Robbins, J. A. Schumpeter, W. S. Jevons, R. H. Hooker, W. M. Persons, G. U. Yule, H. Working, A. Wald, A. W. Marget, R. A. Lehfeldt, P. G. Wright, J. Tinbergen, H. Schultz, R. Frisch, W. W. Leontief, J. Marschak, T. C. Koopmans, O. Reiersöl, I. Fisher, H. O. A. Wold, O. Lange, T. Haavelmo, R. Vining, M. Hastay, G. H. Orcutt

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