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The Formation of Econometrics: A Historical Perspective

Duo Qin

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.001.0001
Subject:
Economics and Finance, History of Economic Thought, Econometrics

This book traces the formation of econometric theory during the period 1930–1960. It focuses upon the process of how econometrics was formed from mathematical and scientific processes in order to ... More


Comparative Performance of U.S. Econometric Models

Lawrence R. Klein (ed.)

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.001.0001
Subject:
Economics and Finance, Econometrics

One of the most important, and visible, things economists do is to forecast what will happen in the economy in the future. Each year, a number of different groups in the United States use their own ... More


Introduction

Manuel Arellano

in Panel Data Econometrics

Published in print:
2003
Published Online:
July 2005
ISBN:
9780199245284
eISBN:
9780191602481
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199245282.003.0001
Subject:
Economics and Finance, Econometrics

This introductory chapter begins with a brief discussion on how the term ‘panel data’ is applied to a wide range of situations in econometrics. It describes the two main objectives of this volume: ... More


Introduction

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0001
Subject:
Economics and Finance, Econometrics

Econometric modelling of economic time series requires discovering sustainable and interpretable relationships between observed economic variables. Critical and constructive aspects are ... More


Testing

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0006
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Addresses the issue of testing, and reveals some intrinsic problems pertaining to hypothesis testing beneath the achievements of formalizing econometrics. Theory verification through applied studies ... More


The Probability Foundations of Econometrics

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0002
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Records the fundamental event of the probability revolution in econometrics. Focuses upon how probability theory was brought into econometrics in relation to the main econometric modelling issues, ... More


Model Construction

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0003
Subject:
Economics and Finance, History of Economic Thought, Econometrics

This chapter recounts the evolution of econometric models up to the 1940s, discussing the common criteria and principles used for model choice, and the generalization of model construction as ... More


Model Construction Revisited

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0007
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Looks at problems associated with econometric model construction for the period immediately after the formative phase, and tries to link up the previous chapters and to show what has been left ... More


Estimation

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0004
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Narrates the process of how estimation was formalized. Estimation can be seen as the genesis of econometrics, since finding estimates for coefficients of economically meaningful relationships has ... More


Dynamic Econometrics

David F. Hendry

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.001.0001
Subject:
Economics and Finance, Econometrics

This systematic and integrated framework for econometric modelling is organized in terms of three levels of knowledge: probability, estimation, and modelling. All necessary concepts of econometrics ... More


COMMODITY SUPPLY MANAGEMENT BY PRODUCING COUNTRIES: A Case-Study of the Tropical Beverage Crops

Alfred Maizels, Robert Bacon, and George Mavrotas

Published in print:
1997
Published Online:
October 2011
ISBN:
9780198233381
eISBN:
9780191678981
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198233381.001.0001
Subject:
Economics and Finance, Development, Growth, and Environmental

The collapse in commodity prices since 1980 has been a major cause of the economic crisis in a large number of developing countries. This book investigates whether the commodity-producing countries, ... More


The IS—LM Cores of Three Econometric Models

R. Jeffery Green, Bert G. Hickman, E. Philip Howrey, Saul H. Hymans, and Michael R. Donihue

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0004
Subject:
Economics and Finance, Econometrics

This chapter discusses the methodology of IS-LM and AD-AS system reduction and illustrates its application to three U.S. econometric models: the Hickman-Coen (HC) Annual Growth Model, the Indiana ... More


Performance of Quarterly Econometric Models of the United States: A New Round of Model Comparisons

F. Gerard Adams and Lawrence R. Klein

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0002
Subject:
Economics and Finance, Econometrics

This chapter focuses on the response of the various econometric models to a number of alternatively specified external shocks. Altogether, 11 model groups supplied simulation results for the model ... More


New Methods for Using Monthly Data to Improve Forecast Accuracy

E. Philip Howrey

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0008
Subject:
Economics and Finance, Econometrics

Econometric forecasters continually seek ways to increase forecast accuracy. As new data are released, the residuals of forecasting models are examined for evidence of structural change and equations ... More


Identification 1

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0005
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Narrates the process of how identification was formalized in econometrics. The issue of identification stemmed from the quest to know the attainability of economically meaningful relationships from ... More


Rational Expectations and the Reconstruction of Macroeconomics

Thomas J. Sargent

in Rational Expectations and Inflation

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691158709
eISBN:
9781400847648
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691158709.003.0001
Subject:
Economics and Finance, Economic History

This chapter discusses the rational expectations reconstruction of macroeconomics. In particular, it examines how the hypothesis of rational expectations has been used to develop econometric models ... More


The History Revisited

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0008
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Mainstream econometric research in the 1960s and the 1970s comprised primarily technical refinements and extensions of the structural modelling procedure. The author, therefore marks an end‐point ... More


Stochastic-Simulation Tests of Nonlinear Econometric Models

Roberto S. Mariano and Bryan W. Brown

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0009
Subject:
Economics and Finance, Econometrics

Stochastic simulations of nonlinear dynamic econometric models have been used in various ways in the past. This chapter discusses how stochastic simulations can be exploited to develop appropriate ... More


Methods of Numerical Integration

Luc Bauwens, Michel Lubrano, and Jean-François Richard

in Bayesian Inference in Dynamic Econometric Models

Published in print:
2000
Published Online:
September 2011
ISBN:
9780198773122
eISBN:
9780191695315
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198773122.003.0003
Subject:
Economics and Finance, Econometrics

This chapter examines the application of numerical methods in econometrics and provides some methods useful for Bayesian inference in econometrics. It presents the general principle of Bayesian ... More


Comparisons of Macroeconometric Models of Developing Economies

Adams F. Gerard and Joaquin Vial

in Comparative Performance of U.S. Econometric Models

Published in print:
1991
Published Online:
October 2011
ISBN:
9780195057720
eISBN:
9780199854967
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195057720.003.0010
Subject:
Economics and Finance, Econometrics

Comparisons of the performance of econometric models serve a number of purposes. These goals motivate the comparisons of econometric models of less developed countries (LDCs) as they have previous ... More


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