Econometrics: An Historical Guide for the Uninitiated
AbstractThis essay was written to accompany a lecture to beginning students of the course of Economic Analytics, which is taught in the Institute of Econometrics of the University of Lodz in Poland. It provides, within a few pages, a broad historical account the development of econometrics. It begins by describing the origin of regression analysis and it concludes with an account of cointegration analysis. The purpose of the essay is to provide a context in which the students can locate various aspects of econometric analysis. A distinction must be made between the means by which new ideas were propagated and the manner and the circumstances in which they have originated. This account is concerned primarily with the propagation of the ideas.
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Bibliographic InfoPaper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 14/05.
Date of creation: Feb 2014
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Find related papers by JEL classification:
- B16 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Quantitative and Mathematical
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
This paper has been announced in the following NEP Reports:
- NEP-ALL-2014-02-21 (All new papers)
- NEP-ECM-2014-02-21 (Econometrics)
- NEP-HIS-2014-02-21 (Business, Economic & Financial History)
- NEP-HPE-2014-02-21 (History & Philosophy of Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
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