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Practicing Econometrics

Practicing Econometrics

Essays in Method and Application

Zvi Griliches

The late Zvi Griliches, formerly Paul M. Warburg Professor of Economics, Harvard University, US

1998 688 pp Hardback 978 1 85278 659 5

Hardback £114.00 on-line price £102.60

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Series: Economists of the Twentieth Century series






Description
‘Reading a paper by Griliches, one sees how empirical economic research should be done. As the twentieth century ends, researchers are specializing more and more. Sometimes the link between economics and econometrics is often weak, if not severed. Graduate students in economics programs should be required to read at least one classic paper by Griliches to see that economic theory, data and econometrics belong together.’
– Journal of the American Statistical Association

‘An excellent reference source of this eminent economist’s foremost work on method, applied econometrics and specification problems over the last forty years.’
– Aslib Book Guide

Zvi Griliches has made many seminal contributions to econometrics during the course of a long and distinguished career. His work has focused primarily on the economics of technological change and the econometric problems that arise in trying to study it.

Contents
Contents: 1. Specification Analysis and Aggregation 2. Distributed Lags 3. Errors in Variables and Panel Data 4. Applications 5. Data Issues

Further information

‘Reading a paper by Griliches, one sees how empirical economic research should be done. As the twentieth century ends, researchers are specializing more and more. Sometimes the link between economics and econometrics is often weak, if not severed. Graduate students in economics programs should be required to read at least one classic paper by Griliches to see that economic theory, data and econometrics belong together.’
– Journal of the American Statistical Association

‘An excellent reference source of this eminent economist’s foremost work on method, applied econometrics and specification problems over the last forty years.’
– Aslib Book Guide

Zvi Griliches has made many seminal contributions to econometrics during the course of a long and distinguished career. His work has focused primarily on the economics of technological change and the econometric problems that arise in trying to study it.

This major collection presents Professor Griliches’s most important essays and papers on method, applied econometrics and specification problems. It reflects his interests in data-instigated contributions to econometric methodology, developments in and exposition of specification analysis, statistical aggregation, distributed lag models, sample selection bias and measurement error and other unobservable variance component models. These methods are applied to important substantive questions such as the estimation of the returns to education, the measurement of quality change, and productivity and economies of scale.

Practicing Econometrics provides an essential reference source to the work of one of the most influential econometricians of the late 20th century.



 
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