1 Econometrics -- Alchemy or Science?

2 Stochastic Specification in an Aggregate Demand Model of the United Kingdom

3 Testing Dynamic Specification in Small Simultaneous Systems: an Application to a Model of Building Society Behaviour in the United Kingdom

4 Dynamic Specification

II. The Development of Empirical Modelling Strategies

5 On the Time-Series Approach

6 Serial Correlation as a Convenient Simplification, not a Nuisance: a Comment on a Study of the Demand for Money by the Bank of England

7 An Empirical Application and Monte Carlo Analysis of the Tests of Dynamic Specification

8 Econometric Modelling of the Aggregate Tme-Series Relationship between Consumers' Expenditure and Income in the United Kingdom

9 Liquidity and Inflation Effects on Consumers' Expenditure

10 Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom

11 Predictive Failure and Econometric Modelling in Macroeconomics: the Transactions Demand for Money

12 Monetary Economic Myth and Econometric Reality

III. Formalization

13 The Structure of Simultaneous Equations Estimators

14 AUTOREG: a Computer Program Library for Dynamic Econometric Models with Autoregressive Errors

15 Exogenity

16 On the Formulation of Empirical Models in Dynamic Econometrics

17 The Econometric Analysis of Economic Time Series

IV. Retrospect and Prospect

18 Econometric Modelling: the 'Consumption Function' in Retrospect

19 Postscript: the Econometrics of PC-GIVE

20 Epilogue: the Success of General-to-Specific Model Selection