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Book

Problems and Methods of Econometrics

Book

Problems and Methods of Econometrics

DOI link for Problems and Methods of Econometrics

Problems and Methods of Econometrics book

The Poincaré Lectures of Ragnar Frisch 1933

Problems and Methods of Econometrics

DOI link for Problems and Methods of Econometrics

Problems and Methods of Econometrics book

The Poincaré Lectures of Ragnar Frisch 1933
ByRagnar Frisch, Olav Bjerkholt, Ariane Dupont-Kieffer
Edition 1st Edition
First Published 2009
eBook Published 1 June 2009
Pub. Location London
Imprint Routledge
DOI https://doi.org/10.4324/9780203878538
Pages 208
eBook ISBN 9780203878538
Subjects Economics, Finance, Business & Industry
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Frisch, R. (2009). Problems and Methods of Econometrics: The Poincaré Lectures of Ragnar Frisch 1933 (O. Bjerkholt, & A. Dupont-Kieffer, Eds.) (1st ed.). Routledge. https://doi.org/10.4324/9780203878538

ABSTRACT

The development of economics changed dramatically during the twentieth century with the emergence of econometrics, macroeconomics and a more scientific approach in general. One of the key individuals in the transformation of economics was Ragnar Frisch, professor at the University of Oslo and the first Nobel Laureate in economics in 1969. He was a co-founder of the Econometric Society in 1930 (after having coined the word econometrics in 1926) and edited the journal Econometrics for twenty-two years. The discovery of the manuscripts of a series of eight lectures given by Frisch at the Henri Poincaré Institute in March–April 1933 on The Problems and Methods of Econometrics will enable economists to more fully understand his overall vision of econometrics.

This book is a rare exhibition of Frisch’s overview on econometrics and is published here in English for the first time. Edited and with an introduction by Olav Bjerkholt and Ariane Dupont-Kieffer, Frisch’s eight lectures provide an accessible and astute discussion of econometric issues from philosophical foundations to practical procedures.

Concerning the development of economics in the twentieth century and the broader visions about economic science in general and econometrics in particular held by Ragnar Frisch, this book will appeal to anyone with an interest in the history of economics and econometrics.

TABLE OF CONTENTS

chapter |4 pages

Introduction

chapter 1|18 pages

The philosophical foundations of econometrics. The axiomatic method. Utility as quantity.

chapter 2|14 pages

Examples of static and semi-static econometric theories. Monopoly, polypoly. The concept of force

chapter 3|12 pages

What is a dynamic theory? Properties of determined and indetermined systems.

chapter 4|20 pages

Examples of dynamic econometric theories. Oscillations in closed systems. The theory of crises.

chapter 5|16 pages

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|22 pages

Statistical construction of econometric functions. Autonomous and confluent equations. The danger of analysis of many variables.

chapter 7|22 pages

Time series techniques. Decomposition of series. Linear operations and their inversion problem.

chapter 8|16 pages

Conclusion: The significance of social and mechanical laws. Invariance and rigidity. Remarks on a philosophy of chaos.

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