The Practice of Econometric Theory An Examination of the Characteristics of Econometric Computation /

• Main Author: Renfro, Charles G. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
• Series: Advanced Studies in Theoretical and Applied Econometrics, 44
• Subjects: Economics.; Science > History.; Social sciences > Data processing.; Mathematics.; Mathematical statistics.; Economics > Statistics.; Econometrics.; Economics/Management Science.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Game Theory, Economics, Social and Behav. Sciences.; Statistical Theory and Methods.; Computer Appl. in Social and Behavioral Sciences.; History of Science.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-540-75571-5

Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every m...

Table of Contents:

• Econometric Computation
• Econometric Software: Characteristics, Users, and Developers
• Econometric Diagnostic Tests
• The Basic Statistics
• The Failure of Assumptions
• Cointegration and Alternative Specifications
• Several Historical Considerations
• The Implications of the Findings.