The Methodology of Econometrics.
本书汇集了62篇已发表的经济学和统计学研究,涵盖从早期到当代的争议性主题,包括政策分析、外生性、因果关系、贝叶斯视角和英国计量经济学,适合对计量经济学方法论感兴趣的学者。
The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.