In this text, we review some recent developments in econometrics that may be of interest to specialists in other areas than economics, and we discuss some relations of econometric methodology with general themes of scientific methodology and philosophy of science, such as the falsifiability criterion (Popper), the underdetermination of theories by data (Quine) and instrument-alism. In particular, we underscore the contrast between two styles of modelling the parsimonious approach and the statistico-descriptive approach and we analyze the links between statistical testing theory and philosophy of science.
Dans ce texte, nous revoyons certains développements récents de l'économétrie qui peuvent être intéressants pour des chercheurs dans des domaines autres que l'économie et nous soulignons l'éclairage particulier que l'économétrie peut jeter sur certains thèmes généraux de méthodologie et de philosophie des sciences, tels la falsifiabilité comme critère du caractère scientifique d'une théorie (Popper), la sous-détermination des théories par les données (Quine) et l'instrumentalisme. En particulier, nous soulignons le contraste entre deux styles de modélisation l'approche parcimonieuse et l'approche statistico-descriptive et nous discutons les liens entre la théorie des tests statistiques et la philosophie des sciences.
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