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Modelling Economic Series: Readings in Econometric Methodology (Advanced Texts in Econometrics),Used
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Particularly useful for graduate students, this book offers instruction in modelbuilding from such authorities as E. Leamer, A. Pagan, P. A. Volker, M. McAleer, C. Sims, T. Breusch, R. Fair, R. Todd, A. Zellner, C. Gilbert, D. Hendry, J. Richard, A. Spanos, H. White, and Y. Chong. The readings assist in the difficult task of actually constructing models, and discuss a variety of alternative strategies. Prefaced with an introduction to the controversies of econometric methodology, the book provides a solid background in the practical difficulties in model specification, evaluation, and interpretation, as well as advice on tackling these difficulties.About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
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