The foundations of econometric analysis
In this compelling book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians, some of which have never been published before. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the...
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| Format: | Book |
| Language: | English |
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Cambridge
Cambridge University Press
1994
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| 245 | 1 | 4 | |a The foundations of econometric analysis |c edited by David F. Hendry and Mary S. Morgan |
| 260 | |a Cambridge |b Cambridge University Press |c 1994 | ||
| 300 | |a xvi, 558 p. |b ill. |c 26 cm | ||
| 500 | |a Companion volume to: The history of econometric ideas / Mary S. Morgan | ||
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a 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 -- 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 sometimes 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 the Methodology of Economic Forecasting / A.W. Marget. | |
| 520 | |a In this compelling book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians, some of which have never been published before. 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. | ||
| 650 | 0 | |a Econometrics | |
| 700 | 1 | |a Hendry, David F. | |
| 700 | 1 | |a Morgan, Mary S. | |
| 700 | 1 | |a Morgan, Mary S. |t History of econometric ideas | |
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