The formation of econometrics : a historical perspective

The formation of econometrics : a historical perspective / Qin Duo.

Duo Qin has produced a study of a crucial period in the history of econometrics. She analyses the development of the theory and methodology between 1930 and 1960, arguing in particular that the "probability revolution" of the 1940s was incomplete, and resulted in later problems.

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Bibliographic Details
Main Author: Qin, Duo
Format: eBook
Language:English
Published: Oxford [England] : Clarendon Press, 1993.
Subjects:
Econometrics > History.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Econometrics
Econometrie.
Electronic books.
History
Geschiedenis (vorm)
Online Access:Click for online access
Click for online access
Table of Contents:
  • Preface
  • Contents
  • Introduction
  • 1. The Probability Foundations of Econometrics
  • 1.1 The Eve of the Probability Revolution
  • 1.2 Introduction of Probability Theory
  • 1.3 The Haavelmo Revolution
  • 1.4 Alternative Approaches
  • 1.5 An Incomplete Revolution
  • 2. Model Construction
  • 2.1 Econometric Measurement without Models
  • 2.2 Emergence of Structural Model Construction
  • 2.3 Formalization of Structural Model Formulation
  • 2.4 Maturity of Simultaneous-Equations Model Formulation
  • 3. Estimation
  • 3.1 From LS to ML Estimation before Haavelmo's Revolution.
  • 3.2 ML Estimation of Simultaneous-Equations Systems
  • 3.3 Estimation with Special Concerns for Time-Series Data
  • 3.4 Other Estimation Methods for Errors-in-Variables Models
  • 3.5 From ML back to LS, Completion of Estimation Procedure for Simultaneous-Equations Systems
  • 4. Identification
  • 4.1 Taking Shape
  • 4.2 Initial Systematization
  • 4.3 The First Explicit Formalization
  • 4.4 Further Developments
  • 5. Testing
  • 5.1 Antecedents
  • 5.2 Adoption of the Hypothesis-Testing Framework and Invention of Econometric Tests
  • 5.3 Hypothesis-Testing via Model Evaluation in Applied Econometrics.
  • 5.4 Diagnostic Tests for Model Evaluation in Theoretical Econometrics
  • 6. Model Construction Revisited
  • 6.1 Testing and Model Construction
  • 6.2 Identification and Model Construction
  • 6.3 Estimation and Model Construction
  • 6.4 Model Construction and the Probability Approach
  • The History Revisited
  • Bibliography
  • Index of Names
  • A
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  • Q
  • R
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  • Y
  • Z
  • Index of Subjects
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
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  • M
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