J. 丹尼斯·萨根与伦敦政治经济学院计量经济学方法论的起源

J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY

Econometric Theory · 2003
被引 45
人大 A-ABS 4

中文导读

回顾了萨根在形成动态计量经济建模的LSE方法中的关键作用,讨论了他对计量经济学方法论的主要贡献,适合对计量经济学历史和方法论感兴趣的学者。

Abstract

I review the part played by John Denis Sargan in the formation of the "LSE approach" to dynamic econometric modeling. Despite his unassuming demeanor and his location at LSE--which had earlier dismissed a substantive role for econometric evidence--Sargan nevertheless radically altered the econometric approach of a generation, establishing a powerful approach to empirical modeling of economic time series. His main contributions to econometric methodology, and the subsequent research, are discussed as a complement to the other papers in this memorial volume.

LSE计量经济学方法论动态计量经济建模经济时间序列