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Empirical modeling in economics : specification and evaluation / / Clive W.J. Granger [[electronic resource]]



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Autore: Granger C. W. J (Clive William John), <1934-2009, > Visualizza persona
Titolo: Empirical modeling in economics : specification and evaluation / / Clive W.J. Granger [[electronic resource]] Visualizza cluster
Pubblicazione: Cambridge : , : Cambridge University Press, , 1999
Descrizione fisica: 1 online resource (xii, 99 pages) : digital, PDF file(s)
Disciplina: 330.015118
Soggetto topico: Economics - Mathematical models
Econometrics - Evaluation
Note generali: Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Nota di bibliografia: Includes bibliographical references and index.
Nota di contenuto: Foreword / G.C. Harcourt -- 1. The specification of empirical models -- 2. The evaluation of empirical models -- 3. Comments on the evaluation of econometric models and of forecasts.
Sommario/riassunto: 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 rigour with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. The process of specifying a model is discussed using deforestation in the Amazon region of Brazil as an illustration. 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 and using a more sophisticated, technical approach than in the earlier two chapters.
Titolo autorizzato: Empirical modeling in economics  Visualizza cluster
ISBN: 1-107-11841-7
1-280-15896-4
0-511-11814-7
0-511-14944-1
0-511-32446-4
0-511-49232-4
0-511-04891-2
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910454943603321
Lo trovi qui: Univ. Federico II
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