A History of Econometrics
Published 1 November 1987
Roy J. Epstein
Citations141
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Abstract
Introduction. The Discovery of `Higher Statistics' in Economic Research. The Emergence of Structural Estimation. The Historical Context of Structural Estimation. Promises and Problems of Structural Estimation. Contemporary Alternatives to Simultaneous Equations Estimation. Exogeneity. Vector Autoregressions. Conclusion. Bibliography. Indexes.
Keywords
Business, Management and Accounting