Metodologi ekonometrik

Metodologi ekonometrik ialah kajian berbagai-bagai pendekatan yang berbeza untuk menjalankan analisis ekonometrik.Jennifer Castle and Neil Shephard (Eds) (2009) The Methodology and Practice of Econometrics  -  A Festschrift in Honour of David F. Hendry 

Pendekatan berbeza yang biasanya unggul yang telah dikenal pasti dan dikaji termasuk:
 pendekatan Suruhanjaya CowlesChrist, Carl F. 1994. “The Cowles Commission Contributions to Econometrics at Chicago: 1939–1955” Journal of Economic Literature.  Vol. 32.
 pendekatan autoregresi vektorSims, Christopher (1980) Macroeconomics and Reality, Econometrica, January, pp. 1-48.
 pendekatan LSE kepada ekonometrik - berasal dengan Denis Sargan kini dikaitkan dengan David Hendry (dan pemodelan umum ke khusus). Juga dikaitkan pendekatan ini ialah kerja tentang sistem bersepadu dan bersepadu bersama berasal pada karya Engle dan Granger dan Johansen dan Juselius (Juselius 1999)
 penggunaan penentukuran - Finn Kydland dan Edward PrescottKydland, Finn E & Prescott, Edward C, 1991. " The Econometrics of the General Equilibrium Approach to Business Cycles," Scandinavian Journal of Economics, Blackwell Publishing, 93 (2), 161–178.
 penguji kaji atau pendekatan perbezaan dalam perbezaan - Joshua Angrist dan Jörn-Steffen Pischke.Angrist, J. D., & Pischke, J.-S. (2009). Mostly harmless econometrics: An empiricist's companion. Princeton: Princeton University Press.

Tambahan pula dengan ini pendekatan tertakrif yang lebih jelas, HooverHoover, Kevin D. (2006). Chapter 2, "The Methodology of Econometrics." in T. C. Mills and K. Patterson, ed., Palgrave Handbook of Econometrics, v. 1, Econometric Theory, pp. 61-87. mengenal pasti jenis heterogen atau pendekatan buku teks yang itu kurang, atau juga tidak, terhirau dengan metodologi, cenderung untuk ikut.

Rujukan

Sumber lain
Darnell, Adrian C. and J. Lynne Evans. (1990) The Limits of Econometrics. Aldershot: Edward Elgar.
Davis, George C. (2000) “A Semantic Conception of Haavelmo’s Structure of Econometrics”, Economics and Philosophy, 16(2), 205–28.
Davis, George (2005) “Clarifying the ‘Puzzle’ Between Textbook and LSE Approaches to Econometrics: A Comment on Cook’s Kuhnian Perspective on Econometric Modelling”, Journal of Economic Methodology
Epstein, Roy J. (1987) A History of Econometrics. Amsterdam: North-Holland.
Fisher, I. (1933) “Statistics in the Service of Economics,” Journal of the American Statistical Association 28(181), 1-13.
Gregory, Allan W. and Gregor W. Smith. (1991) “Calibration as Testing: Inference in Simulated Macroeconomic Models,” Journal of Business and Economic Statistics 9(3), 297-303.
Haavelmo, Trgyve. (1944) “The Probability Approach in Econometrics,” Econometrica 12 (supplement), July. 41
Heckman, James J. (2000) “Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective,” Quarterly Journal of Economics 115(1), 45-97.
Hoover, Kevin D. (1995b) “Why Does Methodology Matter for Economics?” Economic Journal 105(430), 715-734.
Hoover, Kevin D. (ed.) (1995c) Macroeconometrics: Developments, Tensions, and Prospects. Dordrecht: Kluwer.
Hoover, Kevin D.  “The Methodology of Econometrics,” revised 15 February 2005
Hoover, Kevin D. and Stephen J. Perez. (1999) “Data Mining Reconsidered: Encompassing and the General-to-Specific Approach to Specification Search,” Econometrics Journal 2(2), 167-191. 43
Juselius, Katarina. (1999) “Models and Relations in Economics and Econometrics,” Journal of Economic Methodology 6(2), 259-290.
Leamer, Edward E. (1983) “Let’s Take the Con Out of Econometrics,” American Economic Review 73(1), 31-43.
Mizon, Grayham E. (1995) “Progressive Modelling of Economic Time Series: The LSE Methodology,” in Hoover (1995c), pp. 107–170.

Spanos, Aris. (1986) Statistical Foundations of Econometric Modelling. Cambridge: Cambridge University Press.

Kategori:Ekonometrik
Kategori:Metodologi ekonomi