A history of econometrics: the reformation from the 1970s
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford Univ. Press
2013
|
| Ausgabe: | 1. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | "This book is a sequel to The Formation of Econometrics: A Historical Perspective" (1993, OUP) |
| Beschreibung: | XVIII, 238 S. graph. Darst. |
| ISBN: | 9780199679348 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804150472365309952 |
|---|---|
| adam_text | Contents
List of
Figures
Xiii
List of Tables
xv
List of Abbreviations
xvii
Introduction
1
1.
Consolidation of the Cowles Commission Programme
4
1.1
Cowles commission methodology
6
1.2
Programme consolidation: textbook standardization
8
1.3
Programme consolidation: emulative research
12
1.4
Programme consolidation: the role of applied modelling
15
1.5
Mood changes: econometrics or playometrics
21
2.
Rise of Bayesian Econometrics
24
2.1
Bayesian entry and reformulation of the structural approach
25
2.2
Emergence of the Bayesian specification search
28
2.3
Modei
selection based on statistical theory
32
2.4
Bayesian fusion with time-series econometrics
35
2.5
Methodological reflection
37
3.
Rise of the
VAR
Approach
41
3.1
Dynamic specification gap: from theory to data
42
3.2
The rational expectations hypothesis and
VAR
model
44
3.3
Emergence of the
VAR
approach
47
3.4
Manifesto of the
VAR
approach
49
3.5
Emergence of structural VARs
51
3.6
Methodological reflection
54
4.
Rise of the
LSE
Approach
57
4.1
Preludes
58
4.2
Dynamic specification from empirical modelling
61
4.3
Conceptual formalization of dynamic specification
64
4.4
Dynamic specification in action: money demand studies
69
4.5
Methodological reflection
72
ix
Contents
5.
Case Study One
—
Modelling the Phillips Curve
76
5.1
The Phillips curve
77
5.2
Price and wage modelling
79
5.3
The inverse Phillips cuive
82
5.4
Diversified practice
84
5.5
Impact assessment through citation analysis
88
5.6
Retrospective assessment
93
6.
Case Study Two
—
Modelling Business Cycles
96
6.1
Background and preludes
97
6.2
Theory led time-series reforms
100
6.3
Time-series formalization of business cycle measures
103
6.4
Forecasting business cycles with time-series modelling
107
6.5
Retrospective assessment
110
7.
Evolving Polysemy of Structural Parameters
114
7.1
Prelude: the conceptualization of structural parameters
115
7.2
Diagnosis and treatment of non-constant
parameter estimates
117
7.3
Diagnosis and treatment of
collinear
parameter estimates
122
7.4
Specification and estimation of static parameters
using time-series data
126
7.5
History in retrospect
131
8.
Evolving Roles of Error Terms
135
8.1
Structural approach and errors in equations
136
8.2
Errors in equations during the consolidation years
139
8.3
Error terms as manoeuvrable unobservables
142
8.4
Error terms as innovative structural shocks
144
8.5
Error terms and error-correction models
147
8.6
History in retrospect
150
9.
Calibration of Model Selection and Design Procedure
153
9.1
Model specification and selection in
the consolidation years
154
9.2
Data-based model evaluation and the rise
of specification tests
157
9.3
Major alternatives to specification searches and
model selection
160
9.4
Diversified approaches and formalization
of selection procedures
163
9.5
History in retrospect
166
Contents
10.
The Impact of the CC Programme through Citation Analysis
169
10.1
Citation database, impact measures, and
key summary statistics
170
10.2
Citation analysis of the CC paradigm
174
10.3
Citation analysis of comparative alternatives
181
10.4
Concluding remarks
183
10.5
Appendix: database description
184
Epilogue
189
References
197
Author Index
229
Subject Index
233
XI
|
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| institution | BVB |
| isbn | 9780199679348 |
| language | English |
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| spelling | Qin, Duo Verfasser (DE-588)170743241 aut A history of econometrics the reformation from the 1970s Duo Qin 1. ed. Oxford Oxford Univ. Press 2013 XVIII, 238 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier "This book is a sequel to The Formation of Econometrics: A Historical Perspective" (1993, OUP) Geschichte 1970-2012 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Geschichte 1970-2012 z DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026071351&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Qin, Duo A history of econometrics the reformation from the 1970s Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4132280-0 |
| title | A history of econometrics the reformation from the 1970s |
| title_auth | A history of econometrics the reformation from the 1970s |
| title_exact_search | A history of econometrics the reformation from the 1970s |
| title_full | A history of econometrics the reformation from the 1970s Duo Qin |
| title_fullStr | A history of econometrics the reformation from the 1970s Duo Qin |
| title_full_unstemmed | A history of econometrics the reformation from the 1970s Duo Qin |
| title_short | A history of econometrics |
| title_sort | a history of econometrics the reformation from the 1970s |
| title_sub | the reformation from the 1970s |
| topic | Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Ökonometrie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026071351&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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