Modelling Economic Series: Readings in Econometric Methodology - Hardcover

Hardcover

ISBN 10: 0198286899 ISBN 13: 9780198286899

Publisher: Oxford University Press, 1990

Synopsis

Particularly useful for graduate students, this book offers instruction in model-building from such authorities as E. Leamer, A. Pagan, P. A. Volker, M. McAleer, C. Sims, T. Breusch, R. Fair, R. Todd, A. Zellner, C. Gilbert, D. Hendry, J. Richard, A. Spanos, H. White, and Y. Chong. The readings assist in the difficult task of actually constructing models, and discuss a variety of alternative strategies. Prefaced with an introduction to the controversies of econometric methodology, the book provides a solid background in the practical difficulties in model specification, evaluation, and interpretation, as well as advice on tackling these difficulties.

About this title

About the Author

C. W. J. Granger is at University of California, San Diego.

Review

`The appearance of this volume is singularly welcome and not a minute premature ... For anyone remotely interested in applied economic research, it is hard to recommend this volume strongly enough, and Professor Granger deserves our warmest thanks for putting it together ... Now that we have
the implications of the biggest theoretical advance in several decades to unravel, it will be fascinating to watch how the methodology controversy develops. As the show begins, this volume will be an indispendable handbook for both interested spectators and participants in the arena.'
Economica

'The book is a fascinating document which bears witness to the confusion, frustration and occasional anger of a scientific discipline which is beset by failure on every side.'
D.S.G. Pollock, The Economic Journal, July 1991

`very useful textbook'
E. Tzaralis, University of Exeter

Edition details

• Publisher: Oxford University Press
• Publication date: 1990
• Language: English
• ISBN 10: 0198286899
• ISBN 13: 9780198286899
• Binding: Hardcover
• Edition number: 1
• Number of pages: 426
• Editor: Granger C. W. J.