Problems and methods of econometrics : the Poincaré lectures of Ragnar Frisch, 1933 /

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Bibliographic Details
Main Author: Frisch, Ragnar, 1895-1973
Corporate Author: Institut Henri Poincaré
Other Authors: Bjerkholt, Olav, 1942-, Dupont-Kieffer, Ariane
Format: Book
Language:English
Published: London ; New York : Routledge, 2009.
Series:Routledge studies in the history of economics
Subjects:

MARC

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100 1 |a Frisch, Ragnar,  |d 1895-1973. 
245 1 0 |a Problems and methods of econometrics :  |b the Poincaré lectures of Ragnar Frisch, 1933 /  |c edited and with an introduction by Olav Bjerkholt and Ariane Dupont-Kieffer. 
260 |a London ;  |a New York :  |b Routledge,  |c 2009. 
300 |a xlviii, 149 p. :  |b ill. ;  |c 24 cm. 
490 1 |a Routledge studies in the history of economics 
500 |a Includes index. 
504 |a Includes bibliographical references and index. 
505 0 |a Preface / Edmond Malinvaud -- Editors' introduction: the foundation of econometrics as set out in the Poincare lectures of Ragnar Frisch / Olav Bjerkholt and Ariane Dupont-Kieffer -- Foreword / Paul Samuelson -- 1. Philosophical foundations of econometrics. The axiomatic method. Utility as quantity -- 2. Examples of static and semi-static econometric theories. Monopoly, polypoly. The concept of force -- 3. What is a dynamic theory? Properties of determined and indetermined systems -- 4. Examples of dynamic econometric theories. Oscillations in closed systems. The theory of crises -- 5. creation of cycles by random shocks. Synthesis between a probabilistic point of view and the point of view of deterministic dynamic laws -- 6. Statistical construction of econometric functions. Autonomous and confluent equations. The danger of analysis of many variables -- 7. Time series techniques. Decomposition of series. Linear operations and their inversion problem -- 8. Conclusion: The significance of social and mechanical laws. Invariance and rigidity. Remarks on a philosophy of chaos. 
650 0 |a Econometrics. 
650 0 |a Economics. 
700 1 |a Bjerkholt, Olav,  |d 1942- 
700 1 |a Dupont-Kieffer, Ariane. 
710 2 |a Institut Henri Poincaré. 
830 0 |a Routledge studies in the history of economics 
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