The Foundations of Econometric Analysis
by David F. Hendry, Mary S. Morgan, (1997)

Publisher: Cambridge University Press
ISBN: 0-521-58870-7
Pages: 574 pages
Price: £33.00+ p&p

Contents

Table of Contents
Book Order Form
Table of Contents

Introduction

Part I. The Emerging Role of Econometrics in Economics

1. The scope and method of political economy J. N. Keynes
2. Business cycles W. C. Mitchell
3. Economic cycles their law and cause H. L. Moore
4. An essay on the nature and significance of economic science L. Robbins
5. The common sense of econometrics J. A. Schumpeter

Part II. Early Time Series Analysis

6. On the study of periodic commercial fluctuations W. S. Jevons
7. Correlation of the marriage rate with trade R. H. Hooker
8. The correlation of economic statistics W. M. Persons
9. Why do we get nonsense correlations between time series? G. U. Yule
10. On a method of investigating periodicities in disturbed series, with special reference to Wolfer's sunspot numbers G. U. Yule
11. A random difference series for use in the analysis of time series H. Working
12. Calculation and elimination of seasonal fluctuations A. Wald
13. Morgenstern on economic forecasting A. W. Marget

Part III. Applied Econometrics and the Identification Problem

14. The elasticity of the demand for wheat R. A. Lehfeldt
15. Economic cycles their law and cause H. L. Moore
16. Moore's economic cycles P. G. Wright
17. A moving equilibrium of demand and supply H. L. Moore
18. Statistical laws of demand and supply P. G. Wright
19. Determination and interpretation of supply curves J. Tinbergen

Part IV. The Evolution of Statistical Thinking in Econometrics

20. Statistical laws of demand and supply with special application to sugar H. Schultz
21. 'Pitfalls' debate R. Frisch, W. W. Leontief and J. Marschak
22. Statistical confluence analysis by means of complete regression systems R. Frisch
23. Linear regression analysis of economic time series T. C. Koopmans
24. Statistical testing of business cycle theories J. Tinbergen
25. Residual variables in regression and confluence analysis O. Reiersol

Part V. Dynamic Models

26. Our unstable dollar and the so-called business cycle I. Fisher
27. The notions of horizon and expectance in dynamic economics J. Tinbergen
28. Propagation problems and impulse problems in dynamic economics R. Frisch
29. Statistical testing of business cycle theories business cycles in the United States of America 1919-1932 J. Tinbergen
30. Statistical estimation of economic relationships H. O. A. Wold
31. Prolegomena to a pressure-analysis of economic phenomena R. Frisch

Part VI. The Tinbergen Debate

32. Statistical testing of business cycle theories a method and its application to investment activity J. Tinbergen
33. Professor Tinbergen's method J. N. Keynes
34. Mr Keynes on the statistical verification of business cycle theories J. Marschak and O. Lange
34. Econometric testing of business cycle research J. Tinbergen
35. Autonomy of economic relations R. Frisch

Part VII. Structure and Simultaneity

36. Economic interdependence and statistical analysis J. Marschak
37. The probability approach in econometrics T. Haavelmo
38. The statistical implic