The Practice of Econometric Theory

Charles G. Renfro

Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. This book describes the history of econometric computation from 1950, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software

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Year of publication:	2009 ; 1. Ed.
Authors:	Renfro, Charles
Publisher:	Berlin : Springer Berlin Berlin : Springer US
Subject:	Ökonometrie \| Econometrics \| Computerunterstützung \| Computerized method \| PC-Software \| PC software \| Ökonomische Ideengeschichte \| History of economic thought \| Computerunterstütztes Verfahren \| Software
Description of contents:	Table of Contents [d-nb.info] ; Description [zbmath.org]

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Extent:	XVI, 260 S.
Series:	Advanced Studies in Theoretical and Applied Econometrics ; 44
Type of publication:	Book / Working Paper
Language:	English
Notes:	Literaturverz. S. 283 - 304 CONTENTS; Introduction; 1 Econometric Computation; The Foundations of Computational Econometrics; Towards the Evaluation of Econometric Software; 2 Econometric Software: Characteristics, Users, and Developers; Developmental Characteristics of Econometric Software; The Characteristics of Econometric Software; Directives Versus Constructive Commands; Developers, Users, and Use; 3 Econometric Diagnostic Tests; Diagnostic Tests: A Division of Responsibilities; Realism Versus Instrumentalism; Specific Survey Characteristics; 4 The Basic Statistics; The Historical Display of OLS Regression Results Survey Results: The Core StatisticsThe Core Statistics: The First Group; Known Special Cases; Variant Special Cases; Provisions for User-Constructed Tests; 5 The Failure of Assumptions; Heteroscedasticity; Disturbance Properties; Specification Tests: Functional Form, Nonlinearity, and Simultaneity; Structural Stability Tests; Omitted Variables, Linear Restrictions and Related Tests; 6 Cointegration and Alternative Specifications; Unit Root Tests; Evaluating Cointegration; Encompassing and Non-Nested Specifications Tests; Chapter Appendix; 7 Several Historical Considerations Changes in Regression Displays 1969-2007Data Management Issues; 8 The Implications of the Findings; Appendix A Version Information for the SurveyedEconometric Software Packages; Appendix B Grunfeld's Investment Theory: Time SeriesData on General Electric and Westinghouse (Theil, 1971,Table 7.1, p. 296); Appendix C U.S. Quarterly Macroeconomic Data Originally Usedby Cecchetti & Rich (Greene, 2008; Cecchetti & Rich, 2001); References; Index;
ISBN:	978-3-540-75570-8 ; 978-3-540-75571-5
Other identifiers:	10.1007/978-3-540-75571-5 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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