THE METHODOLOGY OF ECONOMETRICS

The International Library of Critical Writings in Econometrics series

Edited by Dale J. Poirier, University of California, Irvine, US

The methodology of econometrics is concerned with rules governing the building of statistical models in economics. These two volumes draw together 62 previously published studies in economics and statistics. The volumes are divided into 12 sections covering controversial topics ranging from the earliest days of econometrics to the present. Sections include policy analysis, exogeneity, causality, Bayesian perspective and British econometrics.

‘. . . a good selection of articles housed in well-produced volumes.’
– John Aldrich, Economic Journal

‘This two-volume set contains a wealth of ideas. . .’
– Journal of the American Statistical Association