The Formation of Econometrics: A Historical Perspective

Author(s)

The Probability Foundations Of Econometrics. The Eve Of The Probability Revolution -- Introduction Of Probability Theory -- The Haavelmo Revolution -- Alternative Approaches -- An Incomplete Revolution -- Model Construction. Econometric Measurement Without Models -- Emergence Of Structural Model Construction -- Formalization Of Structural Model Formulation -- Maturity Of Simultaneous-equations Model Formulation -- Estimation. From Ls To Ml Estimation Before Haavelmo's Revolution -- Ml Estimation Of Simultaneous-equations Systems Time-series Data -- Other Estimation Methods For Errors-in-variables Models -- From Ml Back To Ls. Completion Of Estimation Procedure For Simultaneous-equations Systems -- Identification. Taking Shape -- Initial Systematization -- The First Explicit Formalization -- Further Developments -- Testing. Antecedents -- Adoption Of The Hypothesis-testing Framework And Invention Of Econometric Tests -- Hypothesis-testing Via Model Evaluation In Applied Econometrics -- Diagnostic Tests For Model Evaluation In Theoretical Econometrics -- Model Construction Revisited. Testing And Model Construction -- Identification And Model Construction -- Estimation And Model Construction -- Model Construction And The Probability Approach. Qin Duo. Includes Bibliographical References (p. [189]-205) And Indexes.

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Name in long format: The Formation of Econometrics: A Historical Perspective
ISBN-10: 0198283881
ISBN-13: 9780198283881
Book pages: 224
Book language: en
Binding: Hardcover
Publisher: Oxford University Press
Dimensions: Height: 8.81 Inches, Length: 5.69 Inches, Width: 0.733 Inches

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