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Econometric reduction theory and philosophy

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Author Info
Genaro Sucarrat ()
Abstract

Econometric reduction theory provides a comprehensive probabilistic framework for the analysis and classification of the reductions (simplifications) associated with empirical econometric models. However, the available approaches to econometric reduction theory are unable to satisfactory accommodate a commonplace theory of social reality, namely that the course of history is indeterministic, that history does not repeat itself and that the future depends on the past. Using concepts from philosophy this paper proposes a solution to these shortcomings, which in addition permits new reductions, interpretations and definitions.

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Paper provided by Universidad Carlos III, Departamento de Economía in its series Economics Working Papers with number we091005.

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Date of creation: Feb 2009
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Handle: RePEc:cte:werepe:we091005

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Related research
Keywords: Theory of reduction; DGP; Possible worlds; Econometrics and philosophy;

Find related papers by JEL classification:
B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General

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  1. Sucarrat, Genaro, 2009. "Forecast Evaluation of Explanatory Models of Financial Variability," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 3(8), pages 1-33. [Downloadable!]
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This page was last updated on 2009-11-26.


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