Sturdy econometrics

Front Cover
Edward Elgar Publishing, Incorporated, 1994 - Business & Economics - 366 pages
Edward E. Leamer s creative and influential essays on the separation of robust from fragile inferences are collected together in Sturdy Econometrics. The econometric topics discussed include the choice of variables, choice of error process, measurement errors, simultaneity, the partial elicitation of prior distributions, and hypothesis discovery. Included in this volume is the popular piece Let s Take the Con out of Econometrics , and 25 other essays, plus an entertaining and provocative introduction. As Professor Leamer argues, the gap between econometric theory and econometric practice is very large, but the proper goal of econometric theory is to improve the practice rather than to narrow this gap. Sturdy Econometrics is a major contribution to this process by making Edward Leamer s essays more accessible to students, teachers and practitioners.

From inside the book

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

Global Sensitivity Results for Generalized Least Squares Estimates
209
Sets of Estimates of Location Econometrica 491 January
229
Robust Sets of Regression Estimates with C Zachary Gilstein
247
Copyright

6 other sections not shown

Common terms and phrases

Bibliographic information