This volume draws together David Hendry's work on econometrics, tracing the main steps through which he has evolved his theories. Both destructive and contructive criticisms of methods are offered then critically evaluated, using theoretical economic and econometric analyses, empirical applications and Monte Carlo simulations. Empirical studies are used as the vehicle for the exposition and analysis of practical problems like collinearity, seasonality, autocorrelation, simultaneity, parameter constancy and data modelling.
- ISBN10 0191522112
- ISBN13 9780191522116
- Publish Date December 2000 (first published 24 December 1992)
- Publish Status Active
- Publish Country GB
- Imprint Oxford University Press
- Edition New e.
- Format eBook
- Language English