ENGLISH

Empirical Modelling in Economics: Specification and Evaluation

By Clive W. J. Granger , Clive Granger

Book information

Year
1999
ISBN
0521662087, 9780521662086, 9780511016141
Open Library ID
OL15473719M
Language
english
Format
PDF
Filesize
347 kB (355593 bytes)
Pages
112\113
Time added
2011-06-04 13:46:07
Финансово-экономические дисциплины;Эконометрика

Description

In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should be evaluated in terms of the quality of their output. In Chapter 3, the question of how to evaluate forecasts is considered at several levels of increasing depth.

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