Econometrics : alchemy or science? : essays in econometric methodology / David F. Hendry.

Format:

Book

Author/Creator:

Hendry, David F.

Language:

English

Subjects (All):

Econometric models.

Econometrics.

Physical Description:

xviii, 542 pages : illustrations ; 24 cm

Edition:

New edition.

Place of Publication:

Oxford, UK ; New York : Oxford University Press, 2000.

Summary:

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.

Notes:

Includes bibliographical references (pages [518]-524) and index.

ISBN:

0198293542

OCLC:

46509029