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The Foundations of Econometric Analysis

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  • Hendry,David F.
  • Morgan,Mary S.

Abstract

In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.

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Bibliographic Info

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This book is provided by Cambridge University Press in its series Cambridge Books with number 9780521588706 and published in 1997.

Order: http://www.cambridge.org/uk/catalogue/catalogue.asp?isbn=9780521588706
Handle: RePEc:cup:cbooks:9780521588706

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Web page: http://www.cambridge.org

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Cited by:
  1. Kevin Hoover & Oscar Jorda, 2001. "Measuring Systematic Monetary Policy," Working Papers 610, University of California, Davis, Department of Economics.
  2. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, . "The UK Demand for Broad Money over the Long run," Economics Papers W29, Economics Group, Nuffield College, University of Oxford.
  3. David Hendry & Maozu Lu, 2001. "Model Identification and Non-unique Structure," Economics Series Working Papers 2002-W10, University of Oxford, Department of Economics.
  4. repec:hal:wpaper:halshs-00268370 is not listed on IDEAS
  5. Duo Qin, 2014. "Inextricability of Autonomy and Confluence in Econometrics," Working Papers 189, Department of Economics, SOAS, University of London, UK.
  6. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.).
  7. Ericsson, Neil R & Hendry, David F & Prestwich, Kevin M, 1998. " The Demand for Broad Money in the United Kingdom, 1878-1993," Scandinavian Journal of Economics, Wiley Blackwell, vol. 100(1), pages 289-324, March.
  8. Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence," International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.

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