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Published: 30 May 1991

424 Pages | 22 line illus.

ISBN: 9780198287360

Bookseller Code (06)

Modelling Economic Series

Readings in Econometric Methodology

Edited by C. W. J. Granger

A Clarendon Press Publication

Advanced Texts in Econometrics

Particularly useful for advanced students, this text offers instruction in model-building from such authorities as E. Leamer, A. Pagan, P. A. Volker, M. McAleer, C. Sims, T. Breusch, R. Fair, R. Todd, A. Zellner, C. Gilbert, D. Hendry, J. Richard, A. Spanos, H. White, and Y. Chong. The readings assist in the difficult task of actually constructing models, and discuss a variety of alternative strategies. Prefaced with an introduction to the controversies of econometric methodology, the text provides students of econometrics with da solid background in the practical difficulties in model specification, evaluation, and interpretation, as well as advice on tackling these difficulties.

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