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Econometrics: Alchemy or Science?

Articles from the last few issues of Econometrics: Alchemy or Science? © Oxford Scholarship Online Monographs
  • Full Text
    Econometrics: Alchemy or Science?, pp. i-542.
  • Introduction
    Econometrics: Alchemy or Science?, pp. 1-9.
  • Part I. Roots and Route Maps
    Econometrics: Alchemy or Science?, pp. 9-11.
  • 1. Econometrics - Alchemy or Science?
    Econometrics: Alchemy or Science?, pp. 11-29.
  • 2. Stochastic Specification in an Aggregate Demand Model of the United Kingdom
    Econometrics: Alchemy or Science?, pp. 29-52.
  • 3. Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom
    Econometrics: Alchemy or Science?, pp. 52-72.
  • 4. Dynamic Specification
    Econometrics: Alchemy or Science?, pp. 72-113.
  • Part II. The Development of Empirical Modelling Strategies
    Econometrics: Alchemy or Science?, pp. 113-119.
  • 5. On the Time-Series Approach to Econometric Model Building
    Econometrics: Alchemy or Science?, pp. 119-129.
  • 6. Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England
    Econometrics: Alchemy or Science?, pp. 129-146.
  • 7. An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
    Econometrics: Alchemy or Science?, pp. 146-175.
  • 8. Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
    Econometrics: Alchemy or Science?, pp. 175-210.
    by Hendry, F David, Davidson, , Srba, , Yeo,
  • 9. Liquidity and Inflation Effects on Consumers' Expenditure
    Econometrics: Alchemy or Science?, pp. 210-231.
  • 10. Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom
    Econometrics: Alchemy or Science?, pp. 231-246.
  • 11. Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money
    Econometrics: Alchemy or Science?, pp. 246-270.
  • 12. Monetary Economic Myth and Econometric Reality
    Econometrics: Alchemy or Science?, pp. 270-287.
  • Part III. Formalization
    Econometrics: Alchemy or Science?, pp. 287-291.
  • 13. The Structure of Simultaneous Equations Estimators
    Econometrics: Alchemy or Science?, pp. 291-314.
  • 14. AUTOREG: A Computer Program Library for Dynamic Econometric Models With Autoregressive Errors
    Econometrics: Alchemy or Science?, pp. 314-330.
  • 15. Exogeneity
    Econometrics: Alchemy or Science?, pp. 330-358.
  • 16. On the Formulation of Empirical Models in Dynamic Econometrics
    Econometrics: Alchemy or Science?, pp. 358-387.
  • 17. The Econometric Analysis of Economic Time Series
    Econometrics: Alchemy or Science?, pp. 387-417.
  • Part IV. Retrospect and Prospect
    Econometrics: Alchemy or Science?, pp. 417-419.
  • 18. Econometric Modelling: The `Consumption Function' In Retrospect
    Econometrics: Alchemy or Science?, pp. 419-444.
  • 19. Postscript: The Econometrics of PC-GIVE
    Econometrics: Alchemy or Science?, pp. 444-467.
  • 20. Epilogue: The Success of General-To-Specific Model Selection
    Econometrics: Alchemy or Science?, pp. 467-542.
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