On the semantic approach to econometric methodology
AbstractIn recent research, Davis (2005) has introduced the semantic conception of theories as a means of studying the differing practices of the Textbook and LSE approaches to econometric modelling. In this paper, Davis' (2005) use of the semantic view is examined, with close attention paid to the stated roles of the semantic notions of 'model dimensions' and 'bridging assumptions'. While comments concerning the latter are of a supportive nature, some concerns are raised in relation to Davis' use of model dimensions.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Journal of Economic Methodology.
Volume (Year): 12 (2005)
Issue (Month): 1 ()
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- Michael P. Clements & David F. Hendry, 2001. "Forecasting Non-Stationary Economic Time Series," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262531895, January.
- Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-92, December.
- Gouriéroux, Christian & Monfort, Alain, 1995.
"Testing, Encompassing, and Simulating Dynamic Econometric Models,"
Cambridge University Press, vol. 11(02), pages 195-228, February.
- Gouriéroux, Christian & Monfort, Alain, 1994. "Testing, encompassing and simulating dynamic econometric models," CEPREMAP Working Papers (Couverture Orange) 9406, CEPREMAP.
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