Problems and methods of econometrics : the Poincare lectures of Ragnar Frisch, 1933 / edited and with an introduction by Olav Bjerkholt and Ariane Dupont-Kieffer.
Material type:
TextSeries: Routledge studies in the history of economics: Publisher: London ; New York : Routledge, 2009Description: xlviii, 149 p. : illustrations ; 24 cmSubject(s): Frisch, Ragnar | Econometrics
| Economics | Econometrics | Economics | Okonometrie | WirtschaftswissenschaftenGenre/Form: Aufsatzsammlung.DDC classification: 330.0151 LOC classification: HB139 | .F75 2009Online resources: Table of contents | Table of contents | Item type | Current location | Call number | Status | Date due | Barcode |
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Reference
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GKVK Library | 330.0151 BJE (Browse shelf) | Not for loan | 133845 |
Includes index.
Includes bibliographical references and index.
Preface / Edmond Malinvaud -- Editors' introduction: the foundation of econometrics as set out in the Poincare lectures of Ragnar Frisch / Olav Bjerkholt and Ariane Dupont-Kieffer -- Foreword / Paul Samuelson -- 1. Philosophical foundations of econometrics. The axiomatic method. Utility as quantity -- 2. Examples of static and semi-static econometric theories. Monopoly, polypoly. The concept of force -- 3. What is a dynamic theory? Properties of determined and indetermined systems -- 4. Examples of dynamic econometric theories. Oscillations in closed systems. The theory of crises -- 5. creation of cycles by random shocks. Synthesis between a probabilistic point of view and the point of view of deterministic dynamic laws -- 6. Statistical construction of econometric functions. Autonomous and confluent equations. The danger of analysis of many variables -- 7. Time series techniques. Decomposition of series. Linear operations and their inversion problem -- 8. Conclusion: The significance of social and mechanical laws. Invariance and rigidity. Remarks on a philosophy of chaos.
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