Econometrics : alchemy or science? : essays in econometric methodology /

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நூற்பட்டியல் விவரங்கள்
தலைமை எழுத்தாளர்: Hendry, David F.
வடிவம்: புத்தகம்
மொழி:English
வெளியீடப்பட்டது: Oxford, UK ; New York : Oxford University Press, 2000.
பதிப்பு:New ed.
பகுதிகள்:
குறியீடுகள்: குறிச்சொல் இணை
குறியீடுகள் இல்லை, இந்த குறிச்சொல்லை முதலில் பதிவு செய்யுங்கள்!
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100 1 |a Hendry, David F. 
245 1 0 |a Econometrics :  |b alchemy or science? : essays in econometric methodology /  |c David F. Hendry. 
250 |a New ed. 
260 |a Oxford, UK ;  |a New York :  |b Oxford University Press,  |c 2000. 
300 |a xviii, 542 p. :  |b ill. ;  |c 24 cm. 
504 |a Includes bibliographical references (p. [518]-524) and index. 
505 0 |a Pt. I. Roots and Route Maps -- 1. Econometrics -- Alchemy or Science? -- 2. Stochastic Specification in an Aggregate Demand Model of the United Kingdom -- 3. Testing Dynamic Specification in Small Simultaneous Systems: an Application to a Model of Building Society Behaviour in the United Kingdom -- 4. Dynamic Specification -- Pt. II. The Development of Empirical Modelling Strategies -- 5. On the Time-Series approach to Econometric Model Building -- 6. Serial Correlation as a Convenient Simplification, not a Nuisance: a Comment on a Study of the Demand for Money by the Bank of England -- 7. An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification -- 8. Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom -- 9. Liquidity and Inflation Effects on Consumers' Expenditure -- 10. Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom -- 11. Predictive Failure and Econometric Modelling in Macroeconomics: the Transactions Demand for Money -- 12. Monetary Economic Myth and Econometric Reality -- Pt. III. Formalization -- 13. The Structure of Simultaneous Equations Estimators -- 14. AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors -- 15. Exogeneity -- 16. On the Formulation of Empirical Models in Dynamic Econometrics -- 17. The Econometric Analysis of Economic Time Series -- Pt. IV. Retrospect and Prospect -- 18. Econometric Modelling: the 'Consumption Function' in Retrospect -- 19. Postscript: the Econometrics of PC-GIVE -- 20. Epilogue: the Success of General-to-Specific Model Selection. 
650 0 |a Econometric models. 
650 0 |a Econometrics. 
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