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 the Author

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

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