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Econometrics: Alchemy or Science? Essays in Econometric Methodology 2nd Edition
Author(s): David F. Hendry (Author)
- Publisher: Oxford University Press, U.S.A.
- Publication Date: 25 Oct. 2007
- Edition: 2nd
- Language: English
- Print length: 564 pages
- ISBN-10: 0198293542
- ISBN-13: 9780198293545
Book Description
Since the first edition of this book was published in 1993, David Hendry’s work on econometric methodology has become increasingly influential. In this edition he presents a brand new paper which compellingly explains the logic of his general approach to econometric modeling and describes recent major advances in computer-automated modeling, which establish the success of the proposed strategy. Empirical studies of consumers’ expenditure and money demands illustrate the methods in action. The breakthrough presented here will make econometric testing much easier.
Editorial Reviews
Review
Eighteen previously published papers of methodology, from the period 1974 to 1985, provide an overview of the development of the field and are integrated by commentary on the motivations, personalities, and ideas central to this development. ― Journal of Economic Literature, September 2001
About the Author
David F. Hendry is Leverhulme Personal Research Professor of Economics and Fellow of Nuffield College, Oxford. He was previously Professor of Econometrics at both the London School of Economics and the University of California at San Diego.
