A history of econometrics :: the reformation from the 1970s /
Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford :
Oxford University Press,
2013.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s. |
| Beschreibung: | 1 online resource (xviii, 238 pages) |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780191668685 0191668680 9780191758416 0191758418 |
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| 245 | 1 | 2 | |a A history of econometrics : |b the reformation from the 1970s / |c Duo Qin. |
| 260 | |a Oxford : |b Oxford University Press, |c 2013. | ||
| 300 | |a 1 online resource (xviii, 238 pages) | ||
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| 504 | |a Includes bibliographical references and index. | ||
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| 520 | 8 | |a Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s. | |
| 505 | 0 | |a ""Cover""; ""Contents""; ""List of Figures""; ""List of Tables""; ""List of Abbreviations""; ""Introduction""; ""1. Consolidation of the Cowles Commission Programme""; ""1.1 Cowles commission methodology""; ""1.2 Programme consolidation: textbook standardization""; ""1.3 Programme consolidation: emulative research""; ""1.4 Programme consolidation: the role of applied modelling""; ""1.5 Mood changes: �econometrics� or �playometrics�""; ""2. Rise of Bayesian Econometrics""; ""2.1 Bayesian entry and reformulation of the structural approach"" | |
| 505 | 8 | |a 2.2 Emergence of the Bayesian specification search2.3 Model selection based on statistical theory -- 2.4 Bayesian fusion with time-series econometrics -- 2.5 Methodological reflection -- 3. Rise of the VAR Approach -- 3.1 Dynamic specification gap: from theory to data -- 3.2 The rational expectations hypothesis and VAR model -- 3.3 Emergence of the VAR approach -- 3.4 Manifesto of the VAR approach -- 3.5 Emergence of structural VARs -- 3.6 Methodological reflection -- 4. Rise of the LSE Approach -- 4.1 Preludes | |
| 505 | 8 | |a ""4.2 Dynamic specification from empirical modelling""""4.3 Conceptual formalization of dynamic specification""; ""4.4 Dynamic specification in action: money demand studies""; ""4.5 Methodological reflection""; ""5. Case Study One�Modelling the Phillips Curve""; ""5.1 The Phillips curve""; ""5.2 Price and wage modelling""; ""5.3 The inverse Phillips curve""; ""5.4 Diversified practice""; ""5.5 Impact assessment through citation analysis""; ""5.6 Retrospective assessment""; ""6. Case Study Two�Modelling Business Cycles""; ""6.1 Background and preludes"" | |
| 505 | 8 | |a 6.2 Theory led time-series reforms6.3 Time-series formalization of business cycle measures -- 6.4 Forecasting business cycles with time-series modelling -- 6.5 Retrospective assessment -- 7. Evolving Polysemy of Structural Parameters -- 7.1 Prelude: the conceptualization of structural parameters -- 7.2 Diagnosis and treatment of non-constant parameter estimates -- 7.3 Diagnosis and treatment of collinear parameter estimates -- 7.4 Specification and estimation of static parameters using time-series data -- 7.5 History in retrospect -- 8. Evolving Roles of Error Terms | |
| 505 | 8 | |a 8.1 Structural approach and errors in equations8.2 Errors in equations during the consolidation years -- 8.3 Error terms as manoeuvrable unobservables -- 8.4 Error terms as innovative structural shocks -- 8.5 Error terms and error-correction models -- 8.6 History in retrospect -- 9. Calibration of Model Selection and Design Procedure -- 9.1 Model specification and selection in the consolidation years -- 9.2 Data-based model evaluation and the rise of specification tests -- 9.3 Major alternatives to specification searches and model selection | |
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| 650 | 0 | |a Economics |x History. |0 http://id.loc.gov/authorities/subjects/sh85040853 | |
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| 650 | 6 | |a Économie politique |x Histoire. | |
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| contents | ""Cover""; ""Contents""; ""List of Figures""; ""List of Tables""; ""List of Abbreviations""; ""Introduction""; ""1. Consolidation of the Cowles Commission Programme""; ""1.1 Cowles commission methodology""; ""1.2 Programme consolidation: textbook standardization""; ""1.3 Programme consolidation: emulative research""; ""1.4 Programme consolidation: the role of applied modelling""; ""1.5 Mood changes: �econometrics� or �playometrics�""; ""2. Rise of Bayesian Econometrics""; ""2.1 Bayesian entry and reformulation of the structural approach"" 2.2 Emergence of the Bayesian specification search2.3 Model selection based on statistical theory -- 2.4 Bayesian fusion with time-series econometrics -- 2.5 Methodological reflection -- 3. Rise of the VAR Approach -- 3.1 Dynamic specification gap: from theory to data -- 3.2 The rational expectations hypothesis and VAR model -- 3.3 Emergence of the VAR approach -- 3.4 Manifesto of the VAR approach -- 3.5 Emergence of structural VARs -- 3.6 Methodological reflection -- 4. Rise of the LSE Approach -- 4.1 Preludes ""4.2 Dynamic specification from empirical modelling""""4.3 Conceptual formalization of dynamic specification""; ""4.4 Dynamic specification in action: money demand studies""; ""4.5 Methodological reflection""; ""5. Case Study One�Modelling the Phillips Curve""; ""5.1 The Phillips curve""; ""5.2 Price and wage modelling""; ""5.3 The inverse Phillips curve""; ""5.4 Diversified practice""; ""5.5 Impact assessment through citation analysis""; ""5.6 Retrospective assessment""; ""6. Case Study Two�Modelling Business Cycles""; ""6.1 Background and preludes"" 6.2 Theory led time-series reforms6.3 Time-series formalization of business cycle measures -- 6.4 Forecasting business cycles with time-series modelling -- 6.5 Retrospective assessment -- 7. Evolving Polysemy of Structural Parameters -- 7.1 Prelude: the conceptualization of structural parameters -- 7.2 Diagnosis and treatment of non-constant parameter estimates -- 7.3 Diagnosis and treatment of collinear parameter estimates -- 7.4 Specification and estimation of static parameters using time-series data -- 7.5 History in retrospect -- 8. Evolving Roles of Error Terms 8.1 Structural approach and errors in equations8.2 Errors in equations during the consolidation years -- 8.3 Error terms as manoeuvrable unobservables -- 8.4 Error terms as innovative structural shocks -- 8.5 Error terms and error-correction models -- 8.6 History in retrospect -- 9. Calibration of Model Selection and Design Procedure -- 9.1 Model specification and selection in the consolidation years -- 9.2 Data-based model evaluation and the rise of specification tests -- 9.3 Major alternatives to specification searches and model selection |
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| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| genre | History fast Llibres electrònics. thub |
| genre_facet | History Llibres electrònics. |
| id | ZDB-4-EBU-ocn854580553 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:49:10Z |
| institution | BVB |
| isbn | 9780191668685 0191668680 9780191758416 0191758418 |
| language | English |
| oclc_num | 854580553 |
| open_access_boolean | |
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| physical | 1 online resource (xviii, 238 pages) |
| psigel | ZDB-4-EBU |
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| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Oxford University Press, |
| record_format | marc |
| spelling | Qin, Duo. http://id.loc.gov/authorities/names/nr93008185 A history of econometrics : the reformation from the 1970s / Duo Qin. Oxford : Oxford University Press, 2013. 1 online resource (xviii, 238 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier data file Includes bibliographical references and index. Online resource; title from pdf information screen (Ebsco, viewed July 29, 2013). Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s. ""Cover""; ""Contents""; ""List of Figures""; ""List of Tables""; ""List of Abbreviations""; ""Introduction""; ""1. Consolidation of the Cowles Commission Programme""; ""1.1 Cowles commission methodology""; ""1.2 Programme consolidation: textbook standardization""; ""1.3 Programme consolidation: emulative research""; ""1.4 Programme consolidation: the role of applied modelling""; ""1.5 Mood changes: â€?econometricsâ€? or â€?playometricsâ€?""; ""2. Rise of Bayesian Econometrics""; ""2.1 Bayesian entry and reformulation of the structural approach"" 2.2 Emergence of the Bayesian specification search2.3 Model selection based on statistical theory -- 2.4 Bayesian fusion with time-series econometrics -- 2.5 Methodological reflection -- 3. Rise of the VAR Approach -- 3.1 Dynamic specification gap: from theory to data -- 3.2 The rational expectations hypothesis and VAR model -- 3.3 Emergence of the VAR approach -- 3.4 Manifesto of the VAR approach -- 3.5 Emergence of structural VARs -- 3.6 Methodological reflection -- 4. Rise of the LSE Approach -- 4.1 Preludes ""4.2 Dynamic specification from empirical modelling""""4.3 Conceptual formalization of dynamic specification""; ""4.4 Dynamic specification in action: money demand studies""; ""4.5 Methodological reflection""; ""5. Case Study Oneâ€?Modelling the Phillips Curve""; ""5.1 The Phillips curve""; ""5.2 Price and wage modelling""; ""5.3 The inverse Phillips curve""; ""5.4 Diversified practice""; ""5.5 Impact assessment through citation analysis""; ""5.6 Retrospective assessment""; ""6. Case Study Twoâ€?Modelling Business Cycles""; ""6.1 Background and preludes"" 6.2 Theory led time-series reforms6.3 Time-series formalization of business cycle measures -- 6.4 Forecasting business cycles with time-series modelling -- 6.5 Retrospective assessment -- 7. Evolving Polysemy of Structural Parameters -- 7.1 Prelude: the conceptualization of structural parameters -- 7.2 Diagnosis and treatment of non-constant parameter estimates -- 7.3 Diagnosis and treatment of collinear parameter estimates -- 7.4 Specification and estimation of static parameters using time-series data -- 7.5 History in retrospect -- 8. Evolving Roles of Error Terms 8.1 Structural approach and errors in equations8.2 Errors in equations during the consolidation years -- 8.3 Error terms as manoeuvrable unobservables -- 8.4 Error terms as innovative structural shocks -- 8.5 Error terms and error-correction models -- 8.6 History in retrospect -- 9. Calibration of Model Selection and Design Procedure -- 9.1 Model specification and selection in the consolidation years -- 9.2 Data-based model evaluation and the rise of specification tests -- 9.3 Major alternatives to specification searches and model selection English. Economics History. http://id.loc.gov/authorities/subjects/sh85040853 Econometrics History. Économie politique Histoire. Économétrie Histoire. BUSINESS & ECONOMICS Economic History. bisacsh Econometrics fast Economics fast Econometria. thub Història econòmica. thub History fast Llibres electrònics. thub has work: A history of econometrics (Text) https://id.oclc.org/worldcat/entity/E39PCG3JwcyhGVKFqJpXfTBbQy https://id.oclc.org/worldcat/ontology/hasWork Print version: Qin, Duo. History of econometrics. First edition. Oxford : Oxford University Press, 2013 9780199679348 (DLC) 2012361279 (OCoLC)827261016 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=610552 Volltext |
| spellingShingle | Qin, Duo A history of econometrics : the reformation from the 1970s / ""Cover""; ""Contents""; ""List of Figures""; ""List of Tables""; ""List of Abbreviations""; ""Introduction""; ""1. Consolidation of the Cowles Commission Programme""; ""1.1 Cowles commission methodology""; ""1.2 Programme consolidation: textbook standardization""; ""1.3 Programme consolidation: emulative research""; ""1.4 Programme consolidation: the role of applied modelling""; ""1.5 Mood changes: â€?econometricsâ€? or â€?playometricsâ€?""; ""2. Rise of Bayesian Econometrics""; ""2.1 Bayesian entry and reformulation of the structural approach"" 2.2 Emergence of the Bayesian specification search2.3 Model selection based on statistical theory -- 2.4 Bayesian fusion with time-series econometrics -- 2.5 Methodological reflection -- 3. Rise of the VAR Approach -- 3.1 Dynamic specification gap: from theory to data -- 3.2 The rational expectations hypothesis and VAR model -- 3.3 Emergence of the VAR approach -- 3.4 Manifesto of the VAR approach -- 3.5 Emergence of structural VARs -- 3.6 Methodological reflection -- 4. Rise of the LSE Approach -- 4.1 Preludes ""4.2 Dynamic specification from empirical modelling""""4.3 Conceptual formalization of dynamic specification""; ""4.4 Dynamic specification in action: money demand studies""; ""4.5 Methodological reflection""; ""5. Case Study Oneâ€?Modelling the Phillips Curve""; ""5.1 The Phillips curve""; ""5.2 Price and wage modelling""; ""5.3 The inverse Phillips curve""; ""5.4 Diversified practice""; ""5.5 Impact assessment through citation analysis""; ""5.6 Retrospective assessment""; ""6. Case Study Twoâ€?Modelling Business Cycles""; ""6.1 Background and preludes"" 6.2 Theory led time-series reforms6.3 Time-series formalization of business cycle measures -- 6.4 Forecasting business cycles with time-series modelling -- 6.5 Retrospective assessment -- 7. Evolving Polysemy of Structural Parameters -- 7.1 Prelude: the conceptualization of structural parameters -- 7.2 Diagnosis and treatment of non-constant parameter estimates -- 7.3 Diagnosis and treatment of collinear parameter estimates -- 7.4 Specification and estimation of static parameters using time-series data -- 7.5 History in retrospect -- 8. Evolving Roles of Error Terms 8.1 Structural approach and errors in equations8.2 Errors in equations during the consolidation years -- 8.3 Error terms as manoeuvrable unobservables -- 8.4 Error terms as innovative structural shocks -- 8.5 Error terms and error-correction models -- 8.6 History in retrospect -- 9. Calibration of Model Selection and Design Procedure -- 9.1 Model specification and selection in the consolidation years -- 9.2 Data-based model evaluation and the rise of specification tests -- 9.3 Major alternatives to specification searches and model selection Economics History. http://id.loc.gov/authorities/subjects/sh85040853 Econometrics History. Économie politique Histoire. Économétrie Histoire. BUSINESS & ECONOMICS Economic History. bisacsh Econometrics fast Economics fast Econometria. thub Història econòmica. thub |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85040853 |
| 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 | history of econometrics the reformation from the 1970s |
| title_sub | the reformation from the 1970s / |
| topic | Economics History. http://id.loc.gov/authorities/subjects/sh85040853 Econometrics History. Économie politique Histoire. Économétrie Histoire. BUSINESS & ECONOMICS Economic History. bisacsh Econometrics fast Economics fast Econometria. thub Història econòmica. thub |
| topic_facet | Economics History. Econometrics History. Économie politique Histoire. Économétrie Histoire. BUSINESS & ECONOMICS Economic History. Econometrics Economics Econometria. Història econòmica. History Llibres electrònics. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=610552 |
| work_keys_str_mv | AT qinduo ahistoryofeconometricsthereformationfromthe1970s AT qinduo historyofeconometricsthereformationfromthe1970s |