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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


Panel Data Econometrics

Manuel Arellano

Published in print:
2003
Published Online:
July 2005
ISBN:
9780199245284
eISBN:
9780191602481
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199245282.001.0001
Subject:
Economics and Finance, Econometrics

This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic ... 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


Unit‐Root Asymptotic Theories (I)

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0004
Subject:
Economics and Finance, Econometrics

This chapter introduces extended asymptotic theories on the unit root developed in Fuller (1976), Dickey and Fuller (1979), Phillips (1987), and Phillips and Perron (1988) among others. The theories ... More


Regression Approach to the Test for Difference Stationarity (I)

Michio Hatanaka

in Time-Series-Based Econometrics: Unit Roots and Co-integrations

Published in print:
1996
Published Online:
November 2003
ISBN:
9780198773535
eISBN:
9780191596360
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198773536.003.0005
Subject:
Economics and Finance, Econometrics

This chapter describes the augmented Dickey-Fuller method for the case where Δxt is i.i.d. Difference stationarity is tested as the null hypothesis against trend stationarity, assuming that {xt} may ... 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


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


A Panel Data Analysis of Corporate Governance Change

Roger M. Barker

in Corporate Governance, Competition, and Political Parties: Explaining Corporate Governance Change in Europe

Published in print:
2010
Published Online:
May 2010
ISBN:
9780199576814
eISBN:
9780191722509
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199576814.003.0006
Subject:
Business and Management, International Business, Corporate Governance and Accountability

A panel data econometric analysis of corporate governance change is undertaken utilizing a data set of fifteen nonliberal market economies covering the period 1975–2003. The results of this analysis ... 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


Nature's Capacities and Their Measurement

Nancy Cartwright

Published in print:
1994
Published Online:
November 2003
ISBN:
9780198235071
eISBN:
9780191597169
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198235070.001.0001
Subject:
Philosophy, Philosophy of Science

This book on the philosophy of science argues for an empiricism, opposed to the tradition of David Hume, in which singular rather than general causal claims are primary; causal laws express facts ... More


Econometric Methods for Labour Economics

Stephen Bazen

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199576791
eISBN:
9780191731136
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199576791.001.0001
Subject:
Economics and Finance, Econometrics

This book provides a presentation of the standard statistical techniques used by labour economists. It emphasizes both the input and the output of empirical analysis and covers five major topics ... 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


Political Methodology: An Overview

John E. Jackson

in A New Handbook of Political Science

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294719
eISBN:
9780191599361
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294719.003.0032
Subject:
Political Science, Reference

Reviews methodological techniques available across the discipline of political science. Econometrics and political science methods include structural equation estimations, time‐series analysis, and ... More


Introduction

Stephen Bazen

in Econometric Methods for Labour Economics

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199576791
eISBN:
9780191731136
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199576791.003.0001
Subject:
Economics and Finance, Econometrics

This introductory chapter sets out the purpose of the book, which is to provide a practical guide to understanding and applying the standard econometric tools that are used in labour economics. ... More


Conclusion

Stephen Bazen

in Econometric Methods for Labour Economics

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199576791
eISBN:
9780191731136
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199576791.003.0008
Subject:
Economics and Finance, Econometrics

This chapter presents some concluding thoughts. The aim of this book has been to present the main econometric techniques used by labour economists. It aims to serve as a platform for adapting ... More


Rational Expectations and Inflation

Thomas J. Sargent

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691158709
eISBN:
9781400847648
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691158709.001.0001
Subject:
Economics and Finance, Economic History

This collection of essays uses the lens of rational expectations theory to examine how governments anticipate and plan for inflation, and provides insight into the pioneering research for which the ... More


Recursive Models of Dynamic Linear Economies

Lars Peter Hansen and Thomas J. Sargent

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691042770
eISBN:
9781400848188
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691042770.001.0001
Subject:
Economics and Finance, History of Economic Thought

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. This book uses these tools to create a class of econometrically tractable models of prices and ... More


Social Interactions: Theory and Empirics

Yannis M. Ioannides

in From Neighborhoods to Nations: The Economics of Social Interactions

Published in print:
2012
Published Online:
October 2017
ISBN:
9780691126852
eISBN:
9781400845385
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691126852.003.0002
Subject:
Economics and Finance, Development, Growth, and Environmental

This chapter discusses the theory and empirics of social interactions, with particular emphasis on the role of social context in individual decisions. It begins by introducing a sequence of models ... 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


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


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