The Foundations of Econometric Analysis (Reprint)

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The Foundations of Econometric Analysis (Reprint)

  • ウェブストア価格 ¥10,201(本体¥9,446)
  • Cambridge Univ Pr(1997/07発売)
  • 外貨定価 US$ 76.00
  • シルバーウィーク秋の全店ポイント2倍キャンペーン
  • ポイント 188pt
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  • 製本 Paperback:紙装版/ペーパーバック版/ページ数 574 p.
  • 言語 ENG
  • 商品コード 9780521588706
  • DDC分類 330

基本説明

New in paperback. Hardcover was published in 1994. Brings together the classic papers of the pioneer econometricians, some of which have never been published before.

Full Description


In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.

Table of Contents

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. Reiersö
l
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 1919-1932 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.