Basic issues in econometrics /
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| Format: | Book |
| Language: | English |
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Chicago :
University of Chicago Press,
1984.
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Table of Contents:
- Philosophical and General Issues. Philosophy and Objectives of Econometrics ; Perspectives on Mathematical Model in the Social Sciences ; Basic Issues in Econometrics, Past and Present ; Causality and Econometrics ; Is Jeffreys a "Necessarist"?
- Aspects of Econometric Models an Model Construction. Statistical Analysis of Econometric Models ; Time Series Analysis an Econometric Model Construction ; Simulation Experiments with Quarterly Macroeconometric Model of the U.S. Economy, with S. C. Peck ; Retrospect and Prospect: Summarization of the 1976 ; NBER-Census Conference on Seasonal Analysis of Economic Time Series ; The Quality of Quantitative Economic Policymaking When Targets and Costs of Change Are Misspecified
- Bayesian Econometrics and Statistics. The Bayesian Approach and Alternative in Econometrics ; Maximal Data Information Prior Distributions ; Bayesian and Non-Bayesian Analysis of the Log-Norma Distribution and Log-Normal Regression ; Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms ; Estimation of Functions of Population Means an Regression Coefficients Including Structural Coefficients A Minimum Expected Loss (MELO) Approach ; Jeffreys-Bayes Posterior Odds Ratio and the Akaike Information Criterion for Discriminating between Models ; Posterior Odds Ratios for Regression Hypotheses General Considerations and Some Specific Results ; The Current State of Bayesian Econometrics.