A history of econometrics : the reformation from the 1970s

A history of econometrics : the reformation from the 1970s / Duo Qin.

Written from the Haavelmo-Cowles Commission econometric perspective, this book provides an account of the advances in the field of econometrics since the 1970s.

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Bibliographic Details
Main Author: Qin, Duo
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2013.
Subjects:
Economics > History.
Econometrics > History.
BUSINESS & ECONOMICS > Economic History.
Econometrics
Economics
Econometria.
Història econòmica.
History
Llibres electrònics.
Online Access:Click for online access
Table of 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: 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

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