THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL1
比较了David Hendry、Christopher Sims和Edward Leamer倡导的三种计量经济学方法论，阐述各自步骤、优缺点及适用问题，帮助研究者选择合适方法。
Abstract. Three econometric methodologies, associated respectively with David Hendry, Christopher Sims and Edward Leamer have been advocated and practiced by their adherents in recent years. A number of good papers have appeared about each methodology, but little has been written in a comparative vein. This paper is concerned with that task. It provides a statement of the main steps to be followed in using each of the methodologies and comments upon the strengths and weaknesses of each approach. An attempt is made to contrast and compare the techniques used, the information provided, and the questions addressed by each of the methodologies. It is hoped that such a comparison will aid researchers in choosing the best way to examine their particular problem.