| Empirical Modeling in Economics: Specification and Evaluation Contributor(s): Granger, Clive W. J. (Author), Harcourt, Geoff (Foreword by) |
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ISBN: 0521662087 ISBN-13: 9780521662086 Publisher: Cambridge University Press OUR PRICE: $123.50 Product Type: Hardcover - Other Formats Published: August 1999 Annotation: In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should be evaluated in terms of the quality of their output. In Chapter 3, the question of how to evaluate forecasts is considered at several levels of increasing depth. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Economic History |
| Dewey: NA |
| LCCN: 00700407 |
| Lexile Measure: 1500 |
| Physical Information: 0.44" H x 5.5" W x 8.5" (0.64 lbs) 112 pages |
| Descriptions, Reviews, Etc. |
Contributor Bio(s): Granger, Clive W. J.: - Winner of The Nobel Prize for Economics 2003. |