Empirical Modelling in Economics: Specification and Evaluation

empirical modelling in economics: specification and evaluation

more information about Empirical Modelling in Economics: Specification and Evaluation

Empirical Modelling in Economics: Specification and Evaluation

Editorial Reviews
Review
'Wide ranging in scope [these essays] condense a large amount of material into a short book ... they contain a lot of wisdeom and illuminating insights.' The Times Higher Education Supplement

Review
"...explains how an empirical economist approaches the task of constructing a model and how economic models and forecasts can be evaluated." Journal of Economic Literature

"Granger wants to tell the world something about model assessment, a topic that he believes has not gotten the attention it deserves. In doing so, he gives us a short book that is easy to read and accessible to undergraduate students. Many graduate students whould also benefit from reading the book, especially the first two chapters which give a clear account of many problems associated with econometric modeling and testing. Although we all know the message, Granger has done econometrics teachers a service by writing this book." Eastern Economic Journal

"...contains a wealth of unconventional ideas." JASA

Empirical Modelling in Economics: Specification and Evaluation

Empirical Modelling in Economics: Specification and Evaluation,Clive Granger,Geoff Harcourt,Cambridge University Press,0521778255,Business & Economics,Business / Economics / Finance,Business/Economics,Econometric models,Econometrics,Economic History,Economics,Evaluation,Mathematical models,Business & Economics / Economic History,Economic forecasting

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