The Practice of Econometric Theory

An Examination of the Characteristics of Econometric Computation

  • Authors
  • Charles¬†G.¬†Renfro

Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 44)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Charles Renfro
    Pages 1-17
  3. Charles Renfro
    Pages 19-53
  4. Charles Renfro
    Pages 55-95
  5. Charles Renfro
    Pages 97-121
  6. Charles Renfro
    Pages 123-149
  7. Charles Renfro
    Pages 151-176
  8. Charles Renfro
    Pages 177-230
  9. Charles Renfro
    Pages 231-263
  10. Charles Renfro
    Pages 265-269
  11. Back Matter
    Pages 271-311

About this book


Econometric theory, as presented in textbooks and the econometric literature generally, is a somewhat disparate collection of findings. Its essential nature is to be a set of demonstrated results that increase over time, each logically based on a specific set of axioms or assumptions, yet at every moment, rather than a finished work, these inevitably form an incomplete body of knowledge. The practice of econometric theory consists of selecting from, applying, and evaluating this literature, so as to test its applicability and range. The creation, development, and use of computer software has led applied economic research into a new age. This book describes the history of econometric computation from 1950 to the present day, based upon an interactive survey involving the collaboration of the many econometricians who have designed and developed this software. It identifies each of the econometric software packages that are made available to and used by economists and econometricians worldwide.


Applied Economics Econometric Computation Econometric Theory Estimation Methods Specification Tests computer statistics

Bibliographic information

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