A Retrospective on J. Denis Sargan and His Contributions to Econometrics

A Retrospective on J. Denis Sargan and His Contributions to Econometrics PDF Author: Neil R. Ericsson
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 38

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Book Description
This retrospective provides a biographical history of Denis Sargan's career and reviews his contributions to econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography for Denis and a list of PhD theses that he supervised--students were a substantive facet of his professional life. Finally, two of Denis's previously unpublished manuscripts on model building now appear in print.

A Retrospective on J. Denis Sargan and His Contributions to Econometrics

A Retrospective on J. Denis Sargan and His Contributions to Econometrics PDF Author: Neil R. Ericsson
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 38

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Book Description
This retrospective provides a biographical history of Denis Sargan's career and reviews his contributions to econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography for Denis and a list of PhD theses that he supervised--students were a substantive facet of his professional life. Finally, two of Denis's previously unpublished manuscripts on model building now appear in print.

Encyclopedia of Statistical Sciences, Volume 11

Encyclopedia of Statistical Sciences, Volume 11 PDF Author:
Publisher: Wiley-Interscience
ISBN: 9780471744078
Category : Mathematics
Languages : en
Pages : 640

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Book Description
ENCYCLOPEDIA OF STATISTICAL SCIENCES

International Finance Discussion Papers

International Finance Discussion Papers PDF Author:
Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 36

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Book Description


A History of Econometrics

A History of Econometrics PDF Author: Duo Qin
Publisher: OUP Oxford
ISBN: 0191668680
Category : Business & Economics
Languages : en
Pages : 257

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Book Description
Reformation of Econometrics is a sequel to The Formation of Econometrics: A Historical Perspective (1993, OUP) which traces the formation of econometric theory during the period 1930-1960. This book provides an account of the advances in the field of econometrics since the 1970s. Based on original research, it focuses on the reformists' movement and schools of thought and practices that attempted a paradigm shift in econometrics in the 1970s and 1980s. It describes the formation and consolidation of the Cowles Commission (CC) paradigm and traces and analyses the three major methodological attempts to resolve problems involved in model choice and specification of the CC paradigm. These attempts have reoriented the focus of econometric research from internal questions (how to optimally estimate a priori given structural parameters) to external questions (how to choose, design, and specify models). It also examines various modelling issues and problems through two case studies - modelling the Phillips curve and business cycles. The third part of the book delves into the development of three key aspects of model specification in detail - structural parameters, error terms, and model selection and design procedures. The final chapter uses citation analyses to study the impact of the CC paradigm over the span of three and half decades (1970-2005). The citation statistics show that the impact has remained extensive and relatively strong in spite of certain weakening signs. It implies that the reformative attempts have fallen short of causing a paradigm shift.

Equity Prices, Household Wealth, and Consumption Growth in Foreign Industrial Countries

Equity Prices, Household Wealth, and Consumption Growth in Foreign Industrial Countries PDF Author: Carol Cutkosky Bertaut
Publisher:
ISBN:
Category : Stock ownership
Languages : en
Pages : 56

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British National Bibliography for Report Literature

British National Bibliography for Report Literature PDF Author:
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 806

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The Econometrics of Macroeconomic Modelling

The Econometrics of Macroeconomic Modelling PDF Author: Gunnar Bårdsen
Publisher: Oxford University Press, USA
ISBN: 0199246491
Category : Business & Economics
Languages : en
Pages : 361

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Book Description
This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.

Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 860

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Book Description


Oxford Bulletin of Economics and Statistics

Oxford Bulletin of Economics and Statistics PDF Author:
Publisher:
ISBN:
Category : Economic history
Languages : en
Pages : 532

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Book Description


The Palgrave Companion to LSE Economics

The Palgrave Companion to LSE Economics PDF Author: Robert A. Cord
Publisher: Springer
ISBN: 113758274X
Category : Business & Economics
Languages : en
Pages : 949

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Book Description
The London School of Economics (LSE) has been and continues to be one of the most important global centres for economics. With six chapters on themes in LSE economics and 29 chapters on the lives and work of LSE economists, this volume shows how economics became established at the School, how it produced some of the world’s best-known economists, including Lionel Robbins and Bill Phillips, plus Nobel Prize winners, such as Friedrich Hayek, John Hicks and Christopher Pissarides, and how it remains a global force for the very best in teaching and research in economics. With original contributions from a stellar cast, this volume provides economists – especially those interested in macroeconomics and the history of economic thought – with the first in-depth analysis of LSE economics.