Ragnar Frisch was one of the founders of economics as a modern science. This set of lecture notes is a rare exhibition of Frischâ s overview on econometrics, offering an accessible and astute description of economic and econometric modelling.
Ragnar Frisch was one of the founders of economics as a modern science. This set of lecture notes is a rare exhibition of Frischâ s overview on econometrics, offering an accessible and astute description of economic and econometric modelling.Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Ragnar Frisch (1895-1973) was the first nobel laureate in economics in 1969 and was largely responsible for introducing econometrics to government economic planning and accounting. Olav Bjerkholt was head of the Research Department in Statistics Norway between 1984 and 1996. Since then he has been professor of economics at the University of Oslo, Norway. Ariane Dupont-Kieffer was previously researcher in the Department of History of Economic Thought and Sociology at Panthéon-Sorbonne University, defended a PhD on Ragnar Frisch in 2003. She is now researcher in the Department of Economics and Sociology at the French National Institute for Transportation and Safety, working on transport economics and environmental policy issues.
Inhaltsangabe
Preface Edmond Malinvaud Editor's Introduction Olav Bjerkholt and Ariane Dupont-Kieffer Foreword Paul Samuelson Introduction 1. The philosophical foundations of econometrics. The axiomatic method. Utility as quantity 2. Examples of static and semi-static econometric theories. Monopoly, polypoly. The concept of force 3. What is a "dynamic" theory? Properties of determined and undetermined systems 4. Examples of dynamic econometric theories. Oscillations in closed systems. The theory of crises 5. The creation of cycles by random shocks. Synthesis between a probabilistic point of view and the point of view of deterministic dynamic laws 6. The statistical construction of econometric functions. Autonomous and confluent equations. The danger of analysis of many variables 7. Time series techniques. Decomposition of series. Linear operations and their inversion problem 8. Conclusion: The significance of social and mechanical laws. Invariance and rigidity. Remarks on a philosophy of chaos
Preface Edmond Malinvaud Editor's Introduction Olav Bjerkholt and Ariane Dupont-Kieffer Foreword Paul Samuelson Introduction 1. The philosophical foundations of econometrics. The axiomatic method. Utility as quantity 2. Examples of static and semi-static econometric theories. Monopoly, polypoly. The concept of force 3. What is a "dynamic" theory? Properties of determined and undetermined systems 4. Examples of dynamic econometric theories. Oscillations in closed systems. The theory of crises 5. The creation of cycles by random shocks. Synthesis between a probabilistic point of view and the point of view of deterministic dynamic laws 6. The statistical construction of econometric functions. Autonomous and confluent equations. The danger of analysis of many variables 7. Time series techniques. Decomposition of series. Linear operations and their inversion problem 8. Conclusion: The significance of social and mechanical laws. Invariance and rigidity. Remarks on a philosophy of chaos
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