The foundations of econometric analysis (Q2785787)

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scientific article; zbMATH DE number 982293
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The foundations of econometric analysis
scientific article; zbMATH DE number 982293

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    26 February 1997
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    Econometric analysis
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    dynamic models
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    exogeneity
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    time-series analysis
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    identification problem
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    statistical thinking
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    Tinbergen debate
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    simultaneity
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    The foundations of econometric analysis (English)
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    The articles of this volume will not be indexed individually.NEWLINENEWLINENEWLINEThe premise of this collection is that classic papers in econometrics deserve to be read as much as the classics of economic theory. There is a unifying commentary (pp. 1-82) by the editors. The book is said to provide a useful and tested teaching resource. The chapter headings with authors listed in brackets are 1. The emerging role of econometrics in economics (Keynes, Mitchell, Moore, Robbins, Schumpeter). 2. Early time-series analysis (Jevons, Hooker, Persons, Yule, Working, Wald, Marget). 3. Applied econometrics and the identification problem (Lehfeldt, Moore, Wright, Lenoir, Tinbergen). 4. The evolution of statistical thinking in econometrics (Schulz, the `Pitfalls' debaters, Frisch, Koopmans, Tinbergen, Reiersol). 5. Dynamic models (I. Fisher, Tinbergen, Frisch, Wold). 6. The Tinbergen debate (Tinbergen, Keynes, Marschak and Lange, Frisch). 7. Structure and simultaneity (Marschak, Haavelmo, Wold). 8. The probabilistic revolution (Haavelmo, `Measurement without Theory' debaters). 9. Exogeneity (Koopmans, Orcutt/Koopmans debate). There is a combined index (p. 552-558).
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