Description
Book SynopsisThis is the sixth volume in a ten-volume set designed for publication in 1997. It reprints in book form a selection of the most important and influential articles on probability, econometrics and economic games which cumulatively have had a major impact on the development of modern economics. There are 242 articles, dating from 1936 to 1996. Many of them were originally published in relatively inaccessible journals and may not, therefore, be available in the archives of many university libraries. The volumes are available separately and also as a complete ten-volume set. The contributors include D. Ellsberg, R.M. Hogart, J.B. Kadane, B.O. Koopmans, E.L. Lehman, D.F. Nicholls, H. Rubin, T.J. Sarjent, L.H. Summers and C.R. Wymer. This particular volume deals with the econometric exploration and diagnosis.
Table of ContentsPart A - Autocorrelation, hetroscedasticity and multicollinearity. Part B - Daignosis, specification tests and wider concerns. Part C - Sequential analysis and pre-test complications. Part D - Robustness. Part E - Langrange multipliers and conflicting test criteria.
