Problems and methods of econometrics : the Poincare lectures of Ragnar Frisch, 1933

edited and with an introduction by Olav Bjerkholt and Ariane Dupont-Kieffer

chapter Introduction -- chapter 1 The philosophical foundations of econometrics. The axiomatic method. Utility as quantity. -- chapter 2 Examples of static and semi-static econometric theories. Monopoly, polypoly. The concept of force -- chapter 3 What is a dynamic theory? Properties of determined and indetermined systems. -- chapter 4 Examples of dynamic econometric theories. Oscillations in closed systems. The theory of crises. -- chapter 5 The creation of cycles by random shocks. Synthesis between a probabilistic point of view and the point of view of deterministic dynamic laws. -- chapter 6 Statistical construction of econometric functions. Autonomous and confluent equations. The danger of analysis of many variables. -- chapter 7 Time series techniques. Decomposition of series. Linear operations and their inversion problem. -- chapter 8 Conclusion: The significance of social and mechanical laws. Invariance and rigidity. Remarks on a philosophy of chaos.

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Year of publication:	2009
Authors:	Frisch, Ragnar
Other Persons:	Bjerkholt, Olav (contributor) ; Dupont-Kieffer, Ariane (contributor)
Institutions:	Institut Henri Poincare. (contributor)
Publisher:	London : Routledge,
Subject:	Ökonometrie \| Econometrics \| Theorie \| Theory \| Wissenschaftliche Methode \| Scientific method \| Ökonomische Ideengeschichte \| History of economic thought

Extent:	1 online resource (xlviii, 149 pages)
Series:	Routledge studies in the history of economics
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-0-203-87853-8 ; 978-1-134-05760-3 ; 978-1-134-05764-1 ; 978-1-134-05765-8 ; 978-0-415-45144-4 ; 978-0-415-74535-2
Other identifiers:	10.4324/9780203878538 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015068953