A History of EconometricsElsevier Science, 1987 - 254 pages This comparative historical study of econometrics focuses on the development of econometric methods and their application to macroeconomics.The analysis covers the origins of modern econometrics in the USA and Europe during the 1920's and 30's, the rise of `structural estimation' in the 1940's and 50's as the dominant research paradigm, and the crisis of the large macroeconomic models in the 1970's and 80's.The completely original feature of this work is the use of previously unknown manuscript material from the archives of the Cowles Commission and other collections. The history so constructed shows that recent debates over methodology are incomplete without understanding the many deep criticisms that were first raised by the earliest researchers in the field. |
Table des matières
THE DISCOVERY OF HIGHER STATISTICS | 11 |
Stirrings in Europe | 33 |
THE EMERGENCE OF STRUCTURAL ESTIMATION | 47 |
Droits d'auteur | |
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Expressions et termes fréquents
aggregate analysis approach assumptions asymptotic autoregressive behavior business cycle causal coefficients consumption function Cowles Commission critique demand curve developed difference equations discussed in section distribution econometric models econometricians economic policy economic theory economists effects empirical endogenous equations models equilibrium errors in variables estimation procedure example exogenous exogenous variables forecasting Friedman Frisch Granger Granger causality Haavelmo identification important income inference interest interpretation investment Jacob Marschak Keynes Keynesian Klein Klein-Goldberger Koopmans Koopmans's Lawrence Klein least squares linear macroeconomic Mann and Wald Marschak mathematical methodology methods Moore multiple hypotheses NBER nomic observations Orcutt prediction priori problem Ragnar Frisch rational expectations reduced form regression Rockefeller Foundation Schultz seemed serial correlation Sewall Wright Sims simultaneous equations small sample specification statistical structural change structural equations structural estimation structural parameters suggested tests theoretical Tinbergen tion Tjalling Koopmans trend Washington D.C. Wold x₁ York
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The Evolution of Institutional Economics: Agency, Structure, and Darwinism ... Geoffrey Martin Hodgson Aucun aperçu disponible - 2004 |