F. Hendry / S. Morgan

The Foundations of Econometric Analysis

Herausgeber: Hendry, David F.; Morgan, Mary S.

• Broschiertes Buch

Produktbeschreibung

A 1995 collection of the classic papers of the pioneer econometricians which form the foundations of econometric thought.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 576
• Erscheinungstermin: 19. August 2008
• Englisch
• Abmessung: 244mm x 170mm x 31mm
• Gewicht: 981g
• ISBN-13: 9780521588706
• ISBN-10: 0521588707
• Artikelnr.: 25044068

Inhaltsangabe

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.