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This is a two-volume collection of major papers which have shaped
the development of econometrics. Part I includes articles which
together provide an overview of the history of econometrics, Part
II addresses the relationship between econometrics and statistics,
the articles in Part III constitute early applied studies, and Part
IV includes articles concerned with the role and method of
econometrics. The work comprises 42 articles, dating from
1921-1991, and contributors include E.W. Gilboy, W.C. Mitchell,
J.J. Spengler, R. Stone, H.O. Wold and S. Wright.
This important new dictionary - the first of its kind, now
available in paperback - presents an accessible source of reference
on the main concepts and techniques in econometrics. Featuring
entries on all the major areas in theoretical econometrics, the
dictionary will be used by students, both undergraduate and
postgraduate, to aid their understanding of the subject. Sorted by
alphabetical order, each entry is a short essay which is designed
to present the essential points of a particular concept or
technique and offer a concise guide to other relevant literature.
Written in an accessible and discursive style, the book adopts
non-technical language to make the topics accessible to those who
need to know more about applied econometrics and the underlying
econometric theory. It will be widely welcomed as an indispensable
supplement to the standard textbook literature and will be
particularly well suited to students following modular courses. An
essential source of reference for both undergraduate and post
graduate students, the dictionary will also be useful for
professional economists seeking to keep abreast of the latest
developments in econometrics.
In 1985 I first began my research on the life and work of Harold
Hotel ling. That year, Harold Hotelling's widow had donated the
collection of his private p: tpers, correspondence and manuscripts
to the Butler Library, Columbia University. This is a most
appropriate place for them to reside, in that Hotelling's most
productive period as an active researcher in eco nomics and
statistics coincides with the years when he was Professor of
Mathematical Economics at Columbia (1931-1946). The Hotelling
Collection comprises some 13,000 separate items and contains
numerous unpublished letters and manuscripts of great importance to
historians of economics and statistics. In the course of the
following year I was able, with the generous financial assistance
of the Nuffield Foundation, the Economic and Social Research
Council, the British Academy and the University of Durham, to spend
six weeks over the Easter period working on the collection. I
returned to New York in September 1986 while on sabbatical leave
from the University of Durham, and I spent most of the following
eight months examining the many documents in the collection. During
that academic year I was grateful to Columbia University who gave
me the title of Visiting Research Professor and gave me the freedom
to work in their many well-stocked libraries."
Econometric issues have provoked a lively and sometimes adversarial
debate in the economics profession. The excitement and intellectual
vitality of that debate is captured here for the reader in a lucid
overview of econometric approaches, describing their advantages and
limitations. This ambitious book focuses on the underlying
methodological issues rather than concentrating upon econometric
techniques. The limits of econometric investigations are identified
through a critical appraisal of three different approaches
associated with the work of Professors Hendry, Leamer and Sims.
After explaining why the early optimism in econometrics was
misplaced, it argues that rejection is not an appropriate response.
It offers a rich spectrum of approaches to a problem of central
importance in the development of modern economics. The book will
appeal not only to all econometricians whatever their persuasion
but also to all those with an interest in the methodology of
economics.
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