A History of Econometrics

Roy J. Epstein

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Historical Economic and Social Studies Monetary Policy and Economic Impact Economic Theory and Policy

Abstract

Introduction. The Discovery of `Higher Statistics' in Economic Research. The Emergence of Structural Estimation. The Historical Context of Structural Estimation. Promises and Problems of Structural Estimation. Contemporary Alternatives to Simultaneous Equations Estimation. Exogeneity. Vector Autoregressions. Conclusion. Bibliography. Indexes.

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