- Title Pages
- Preface to the New Edition
- 1 Econometrics – Alchemy or Science?
- 2 Stochastic Specification in an Aggregate Demand Model of the United Kingdom
- 3 Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behaviour in the United Kingdom
- 4 Dynamic Specification
- Part II The Development of Empirical Modelling Strategies
- 5 On the Time‐Series Approach to Econometric Model Building
- 6 Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England
- 7 An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
- 8 Econometric Modelling of the Aggregate Time‐Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
- 9 Liquidity and Inflation Effects on Consumers' Expenditure
- 10 Interpreting Econometric Evidence: The Behaviour of Consumers' Expenditure in the United Kingdom
- 11 Predictive Failure and Econometric Modelling in Macroeconomics: The Transactions Demand for Money
- 12 Monetary Economic Myth and Econometric Reality
- Part III Formalization
- 13 The Structure of Simultaneous Equations Estimators
- 14 AUTOREG: A Computer Program Library for Dynamic Econometric Models With Autoregressive Errors
- 15 Exogeneity
- 16 On the Formulation of Empirical Models in Dynamic Econometrics
- 17 The Econometric Analysis of Economic Time Series
- Part IV Retrospect and Prospect
- 18 Econometric Modelling: The ‘Consumption Function’ In Retrospect
- 19 Postscript: The Econometrics of PC‐GIVE
- 20 Epilogue: The Success of General‐To‐Specific Model Selection
- Econometrics: Alchemy or Science?
- Oxford University Press
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