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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. Thereadings 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.
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