THE METHODOLOGY OF ECONOMETRICS

The methodology of econometrics is concerned with rules governing the building of statistical models in economics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present.

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The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.