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Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Bernt P. Stigum

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
book
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.001.0001
Subject:
Economics and Finance, Econometrics

Econometrics is a study of good and bad ways to measure economic relations. This book discusses the role economic theory ought to play in such measurements. The role theory should play, depends on ... More


Bridge Principles and Theory in Applied Econometrics

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0010
Subject:
Economics and Finance, Econometrics

The chapter begins with a discussion of the status of bridge principles in empirical analyses in which the data generating process does not appear. Then it contrasts the ideas of encompassing and ... More


A Vision of a Science of Economics

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0002
Subject:
Economics and Finance, Econometrics

The chapter presents Ragnar Frisch and Trygve Haavelmo’s vision of a science of economics, explicates in simple terms the meaning of a formal theory-data confrontation, and describes and resolves an ... More


Qualitative Response Models

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0004
Subject:
Economics and Finance, Econometrics

Chapter IV discusseseconometric analyses of qualitative response models. A qualitative response model is an econometric modelin which the dependent variable is either discrete or half continuous and ... More


Analysis of Positively Valued Economic Time Series

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0007
Subject:
Economics and Finance, Econometrics

Chapter VII has two purposes. One is to study the methodological problems that arise in analysing positively valued time series in foreign exchange. The other is to contrast the analysis of time ... More


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