General-to-Specific Modelling (The International Library of Critical Writings in Econometrics series) - Image 1

£287.00

Edward Elgar Publishing General-to-Specific Modelling (The International Library of Critical Writings in Econometrics series)

Name: General-to-Specific Modelling (The International Library of Critical Writings in Econometrics series)
Brand: Edward Elgar Publishing
Price: 287.0 GBP
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Econometrics

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Description

Economists have long sought to develop quantitative models of economic behaviour, which blend economic theory with data evidence. Econometric modelling of economic time series has strived to achieve this by seeking to discover sustainable and interpretable relationships. This important two-volume collection focuses on a central method used in selecting such models, namely simplification of an initially general model that adequately characterizes the empirical evidence within the investigators' theoretical framework. The volumes feature a wealth of evidence that has accrued over the last five years displaying its excellent abilities for model selection, based on Monte Carlo studies of automatic algorithms. These also throw light on several major methodological issues, and prompt many new ideas, which are discussed. The collection will be valuable to all empirical economists and econometricians.

Product Specifications

Brand: Edward Elgar Publishing
Format: hardcover
ASIN: 1852786698
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 27 October 2005
Listed Since: 10 December 2006

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Edward Elgar Publishing General-to-Specific Modelling (The International Library of Critical Writings in Econometrics series)

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