The Foundations of Econometric Analysis

Front Cover
David F. Hendry, Mary S. Morgan
Cambridge University Press, Feb 20, 1997 - Business & Economics - 576 pages
In this compelling 1995 book, David Hendry and Mary Morgan bring together the classic papers of the pioneer econometricians. Together, these papers form the foundations of econometric thought. They are essential reading for anyone seeking to understand the aims, method and methodology of econometrics and the development of this statistical approach in economics. However, because they are technically straightforward, the book is also accessible to students and non-specialists. An editorial commentary places the readings in their historical context and indicates the continuing relevance of these early, yet highly sophisticated, works for current econometric analysis. While this book provides a companion volume to Mary Morgan's acclaimed The History of Econometric Ideas, the editors' commentary both adds to that earlier volume and also provides a stand-alone and synthetic account of the development of econometrics.
 

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Contents

Introduction
1
G U Yule On a Method of 1nvestigating Periodicities in Disturbed
10
W C Mitchell Business Cycles iCalifornia University Memoirs
91
A Schumpeter The Common Sense of Econometrics
103
W S Jevons On the Study of Periodic Commercial Fluctuations
113
R H Hooker Correlation of the MarriageRate with Trade ifournal
122
G U Yule Why do we sometimes get Nonsense Correlations
141
H Working A RandomDifference Series for Use in the Analysis
166
H L Moore A Moving Equilibrium of Demand and Supply
218
P G Wright Review of Schultz Statistical Laws of Demand
225
H Schultz Statistical Laws of Demand and Supply with Special
249
Pitfalls Debate J MarschakW W LeontiefR FrischW
257
R Frisch Statistical Confluence Analysis by Means of Complete
271
T C Koopmans Linear Regression Analysis of Economic Time
274
J Tinbergen The Notions of Horizon and Expectancy in Dynamic
322
J M Keynes Professor Tinbergens Method iReview of Tinbergen
382

12 A Wald Calculation and Elimination of Seasonal Fluctuations
175
H L Moore Economic Cycles Their Law and Cause iMacmillan
198
P G Wright Review of Moore Economic Cycles iQuarterly
206
J Tinbergen Econometric Business Cycle Research iReview
399
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