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Beschreibung
Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computer-automated modeling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.
Since the first edition of this book was published in 1993, David Hendry's work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computer-automated modeling, which establish the success of the proposed strategy. Empirical studies of consumers' expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.
Über den Autor
David F. Hendry is Leverhulme Personal Research Professor of Economics and Fellow of Nuffield College, Oxford. He was previously Professor of Econometrics at both the London School of Economics and the University of California at San Diego.
Inhaltsverzeichnis
- 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
- II. The Development of Empirical Modelling Strategies
- 5: On the Time-Series Approach
- 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 the Tests of Dynamic Specification
- 8: Econometric Modelling of the Aggregate Tme-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
- III. Formalization
- 13: The Structure of Simultaneous Equations Estimators
- 14: AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors
- 15: Exogenity
- 16: On the Formulation of Empirical Models in Dynamic Econometrics
- 17: The Econometric Analysis of Economic Time Series
- 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
Details
| Erscheinungsjahr: | 2000 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 564 |
| ISBN-13: | 9780198293545 |
| ISBN-10: | 0198293542 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Hendry, David F. |
| Auflage: | 2. Auflage |
| Hersteller: | OUP Oxford |
| Maße: | 234 x 156 x 30 mm |
| Von/Mit: | David F. Hendry |
| Erscheinungsdatum: | 26.10.2000 |
| Gewicht: | 0,846 kg |
Über den Autor
David F. Hendry is Leverhulme Personal Research Professor of Economics and Fellow of Nuffield College, Oxford. He was previously Professor of Econometrics at both the London School of Economics and the University of California at San Diego.
Inhaltsverzeichnis
- 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
- II. The Development of Empirical Modelling Strategies
- 5: On the Time-Series Approach
- 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 the Tests of Dynamic Specification
- 8: Econometric Modelling of the Aggregate Tme-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
- III. Formalization
- 13: The Structure of Simultaneous Equations Estimators
- 14: AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors
- 15: Exogenity
- 16: On the Formulation of Empirical Models in Dynamic Econometrics
- 17: The Econometric Analysis of Economic Time Series
- 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
Details
| Erscheinungsjahr: | 2000 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Taschenbuch |
| Seiten: | 564 |
| ISBN-13: | 9780198293545 |
| ISBN-10: | 0198293542 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | Paperback |
| Einband: | Kartoniert / Broschiert |
| Autor: | Hendry, David F. |
| Auflage: | 2. Auflage |
| Hersteller: | OUP Oxford |
| Maße: | 234 x 156 x 30 mm |
| Von/Mit: | David F. Hendry |
| Erscheinungsdatum: | 26.10.2000 |
| Gewicht: | 0,846 kg |
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