Econometrics in a formal science of economics : theory and the measurement of economic relations / Bernt P. Stigum.

Format:

Book

Author/Creator:

Stigum, Bernt P., author.

Language:

English

Subjects (All):

Econometrics.

Econometric models.

Physical Description:

1 online resource (388 pages) : illustrations

Edition:

1st ed.

Place of Publication:

Cambridge, MA : MIT Press, [2014]

Summary:

An examination of the role of theory in applied econometrics.

Contents:

Intro

Contents

To the Reader

Acknowledgments

1 Introduction

2 A Vision of a Science of Economics

3 Empirical Relevance

4 Qualitative Response Models

5 A Cross-Section Analysis of an Economic Theory

6 Theory-Data Confrontations with Time-Series Data

7 Analysis of Positively Valued Economic Time Series

8 Non-Linear Cointegration in Foreign Exchange

9 Scientific Explanation in Economics and Econometrics

10 Bridge Principles and Theory in Applied Econometrics

Notes

References

Index.

Notes:

Includes bibliographical references and index.

OCLC-licensed vendor bibliographic record.

ISBN:

0-262-32311-7

0-262-32310-9

OCLC:

903052451