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Οδυσσεας Γκιλής
Επιμέλεια
Εconometric
Οικονομετρία
Θεσσαλονίκη 2016
2
3
4
5
6
Περιεχόμενα
Εconometric ............................................................................................................................ 12
Οικονομετρία .......................................................................................................................... 75
ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ................................................................................................... 86
Εφηρμοσμένη οικονομετρία- Applied Econometrics ............................................................. 92
Pawel Ciompa and the meaning of Econometrics ................................................................ 100
Bibliography....................................................................................................................... 111
Econometrics by Fumio Hayashi From the Publisher ........................................................... 113
Econometrics: A Simple Introduction by K.H. Erickson ......................................................... 114
From the Publisher ........................................................................................................ 114
Applied Econometrics: A Simple Introduction by K.H. Erickson ........................................... 114
7
The first known use of the term "Econometrics" (in cognate form) was by
Polish economist Paweł Ciompa in 1910.[4] Ragnar Frisch is credited
with coining the term in the sense in which it is used today.= Η πρώτη
γνωστή χρήση του όρου «Οικονομετρία» (σε συγγενή μορφή) ήταν από
τoν Πολωνό οικονομολόγο Paweł Ciompa το 1910. [4] Ragnar Frisch
πιστώνεται με την επινόηση του όρου με την έννοια με την οποία
χρησιμοποιείται σήμερα. Wikipedia.
Εconometric
its formal development in the 1930s the field has expanded so significantly
that we can probably make a distinction between "classical" and ...
A Primer for Spatial Εconometrics: With Applications in R Giuseppe
Arbia 2014 therexamples include satellite images usedin landcover
assessmentor high resolution medical images where spatial Εconometric
techniques have to accommodate millions of spatially dependent
observations composed of pixilated imagery.
A Quarterly Εconometric Model of the World Coffee Economy Engbert
Vogelvang, Ben Vogelvang 1988
A regional Εconometric forecating system: major economic ...Harold
Tafler Shapiro, George A. Fulton 1985
A Skeptical Note on the New Εconometrics Alan S. Blinder 1983
A threefactor Εconometric Model of the U.S. term structure Frank F.
Gong, Eli M. Remolona, Federal Reserve Bank of New York 1997
A topdown Εconometric Model for a Philippine region Rolando A. Danao
1990
Access to Credit and Its Impact on Welfare in Malawi Σελίδα 62 Aliou
Diagne, Manfred Zeller 2001 Aliou Diagne, Manfred Zeller. CHAPTER
CHAPTER 4 4 Εconometric Analysis of the Impact of Access to Credit
on Household Welfare Εconometric Analysis of the Impact of Access to
Credit on Household Welfare ...
Active Labor Market Policies in Europe: Performance and ... Σελίδα 152
Jochen Kluve, David Card, Michael Fertig 2007 Beforeturningtothese
thirdgeneration studies in detail, this section provides a concise overview
about evaluation studies that have been conducted and whose results have
been summarized beforehand. Previous Εconometric research has ...
Advanced Εconometric Theory John Chipman 2013 Some years ago I
decided that the lecture notes I have been distributing to my graduate
students in Εconometrics for many years, being quite different in many
ways from existing textbooks, might be worth publishing as a book. This
is the result ...
Advanced Εconometrics Σελίδα 412 Takeshi Amemiya 1985 1. 1.
Markov. Chain. and. Duration. Models. We can use the term time series
Models in a broad sense to mean statistical Models that specify how the
15
Auctions have provided a fruitful area for combining economic theory with
Εconometric analysis in order to understand behavior and inform policy.
Early work by Hendricks and Porter (1988) and others made important ...
Advances in Economics and Εconometrics: Volume 3, ... Σελίδα 245
Daron Acemoglu, Manuel Arellano, Eddie Dekel 2013 SEVEN Inference
for HighDimensional Sparse Εconometric Models Alexandre Belloni,
Victor Chernozhukov, and Christian B. Hansen 1.0 Introduction We
consider linear, high—dimensional sparse (HDS) regression Models in
Εconometrics.
Advances in Spatial Εconometrics: Methodology, Tools and ... Σελίδα 1.
Luc Anselin, Raymond Florax, Sergio J. Rey 2004 1. Εconometrics. for.
Spatial. Models: Recent. Advances. Luc Anselin1, Raymond J.G.M.
Florax2, and Sergio J. Rey3 1 University of Illinois 2 Free University
Amsterdam 3 San Diego State University ...
Advances in Εconometrics Τόμος 2 Εconometric Society. World
Congress, Truman F. Bewley, Truman Fassett Bewley 1994 With its focus
on Εconometrics, this second volume contains key papers delivered at the
Fifth World Congress in 1985.
Advances in Εconometrics: Volume 1: Fifth World Congress Σελίδα 285.
Truman F. Bewley, Εconometric Society. World Congress 1994 Andrew
C. Harvey 1 Introduction From the point of view of Εconometric
Modelling, the Kalman filter is of very little interest. It is simply a
statistical algorithm that enables certain computations to be carried out for
a Model cast in state space form.
Advances in Εconometrics: Volume 2: Sixth World Congress Σελίδα 3
Christopher A. Sims 1996 Evaluating. structural. microΕconometric.
Models. of. labour. supply. Richard Blundell 1 SOME
CHARACTERISTICS OF STRUCTURAL LABOUR SUPPLY
MODELS The choice between 'structural' Models and datadescriptive,
reducedform ...
Agriculture and the economic cycle: an economic and ...Florence Contré,
Ian Goldin 1990
Allais, M. (1943), A la recherche d ’une discipline economique, le partie,
L ’economie pure, Tome I, Paris: Impr. Ateliers Industria. Allais, M.
(1953). ‘Le comportement de l’homme rationnel devant le risque, critique
des postulats et axiomes de l’ecole americaine’, Econometrica, 21: 503-
46.
17
the Εconometric analysis presented in the main body of this paper, one of
the authors undertook a statistical comparison of Fund ...
An Εconometric Analysis of Fixed Investment in Namibia Michael
Nokokure Humavindu 2002
An Εconometric Analysis of Smallholder Tea Growing in Kenya Dan M.
Etherington 1970
An Εconometric analysis of technological change: the role ...Joonghae
Suh 1994
An Εconometric Analysis of the Canada United States ...David A. Wilton
1976
An Εconometric Analysis of the Determinants of Foreign ...Amine El
Kiassi 2010 This work is based on crosssectional data of 57 countries. In
the Model, FDI is dependent variable. Independent variables are per capita
income, inflation rate, openness, per capita income growth rate,
unemployment rate and dummy.
An Εconometric Analysis of the Determinants of Inflation ... Σελίδα 17
Ms. Laura Papi, Ms. G. C. Lim 1997 Ms. Laura Papi, Ms. G. C. Lim. C.
The Inflation Equation A general specification of the shortrun inflation
equation (5) is estimated using ordinary least squares (OLS) and
instrumental variables (IV) for the sample period 1972 to 1995.1° Table
4 ...
An Εconometric Analysis of the Household's Intertemporal ...Roger R.
Betancourt 1970
An Εconometric analysis of the impact of structural ...Michael I. Obadan
1993
An Εconometric analysis of the Korean economy: annual ...YenKyun
Wang 1980
An Εconometric analysis of the public finance impacts of ...Robert
Fleming Markley 1983
An Εconometric analysis of the world natural rubber market. Abu Bakar
Bin Man 1980
An Εconometric analysis of willingness to pay for ...Miroslav Verbič,
Renata Slabe Erker 2007 An. Εconometric. Analysis. of. Willingness. to.
Pay. for. Sustainable. Development: A Case Study of the Volčji Potok
19
Bayesian Εconometrics Gary Koop 2003 This book introduces the reader
to the use of Bayesian Methods in the field of Εconometrics at the
advanced undergraduate or graduate level.
Bayesian Εconometrics Siddhartha Chib, William Griffiths 2008 This
work presents an historical overview that describes key contributions to
development and makes predicti
Benefits Assessment: The State of the Art Σελίδα 155 J.D. Bentkover, V.T.
Covello, J.L. Mumpower 2012
Central Bank Financial Strength and Policy Performance: An ...Mr. Peter
Stella, Mr. Ulrich H. Klueh 2008 IV. ΕCONOMETRIC. ANALYSIS. A.
Data. and. Approach”. To evaluate the impact of CBFS on macroeconomic
outcomes, we focus on regressions with a measure of price stability as the
dependent variable. In a first step, we employ a panel ...
Changing Trade Patterns in Manufactured Goods: An ... Σελίδα 19 B.
Balassa, L. Bauwens 2014 B. Balassa, L. Bauwens. Japanese Industrial
Classification Scheme Employed in the Calculations, and Correspondence
with Standard Industrial Trade Classification Schemes Ol...
Cointegration, Error Correction, and the Εconometric ...Anindya Banerjee
1993 Considering the Εconometric analysis of both stationary and
nonstationary processes, which may be linked by equilibrium relationships,
this text provides a wideranging account of the main tools, techniques,
Models, concepts, and ...
Commerce, Complexity, and Evolution: Topics in Economics, ...William
A. Barnett 2000 Topics in Economics, Finance, Marketing, and
Management: Proceedings of the Twelfth International Symposium in
Economic Theory and Εconometrics William A. Barnett. CHAPTER 11 ...
Common Property Economics: A General Theory and Land Use ...Glenn
G. Stevenson 2005 The Εconometric Models The comparison between
common and private property proceeds through a number of Εconometric
Models. This section introduces these Models, which begin with a simple
formulation and progress to more complex ...
Comparative Performance of U.S. Εconometric Models. Lawrence Robert
Klein 1991 This volume consists of chapters by distinguished economists
comparing the different Models now being used.
Complete and Incomplete Εconometric Models Σελίδα 122. John
Geweke 2010 Point forecasts are rarely sufficient. For Εconometric
24
Cost Structure and the Measurement of Economic ... Σελίδα 242 Catherine
J. Morrison Paul 1999 ... we have alluded to in previous chapters,
motivated in terms of 1st and 2nd order costelasticities. This provides a
basis for elaboration of data construction and Εconometric specification
for empirical implementation in the following chapters.
Crime, the Police and Criminal Statistics: An Analysis of ... Σελίδα 123
R. A. CarrHill, N. H. Stern, Peter H. Rossi 2014 An Analysis of Official
Statistics for England and Wales Using Εconometric Methods R. A.
CarrHill, N. H. Stern Peter H. Rossi ... The estimation techniques were the
simultaneousequations Methods of Εconometrics. Parts of this chapter
may, ...
Cross Sectional Dependence in Spatial Εconometric Models: ...Stefan
Klotz 2004 Reflecting this, the popular Εconometric textbooks turn their
backs on the spatial field, e.g. the nevertheless noteworthy works of
Davidson and MacKinnon (1993), Gourieroux and Monfort (1995), Greene
(2000), Hayashi (2000), Ruud (2000) ...
Determinants of Real Income: New Tests Using Metaanalysis ...2007 The
main objective is to examine whether the inclusion of spatial Εconometric
studies in the metaanalysis would produce coefficients with different
magnitudes for the standardized rate of convergence rate that is reported in
a large number of ...
Developing Εconometrics Σελίδα 297 Hengqing Tong, T. Krishna
Kumar, Yangxin Huang 2011 8. Multivariate. and. nonstationary. time.
series. Models. Εconometric research, that commenced more than seven
decades ago with a system of simultaneous equations, was under attack for
spurious correlations of time series. It was argued ...
Development Cycles, Political Regimes and International ... Σελίδα 19
Andrés Solimano, United Nations. Economic Commission for Latin
America and the Caribbean. Economic Development Division 2003
Εconometric estimates of net migration equations for Argentina In this
section we shall present a timeseries Εconometric analysis of a
oneequation migration Model that incorporates insights of the previous
discussion on economic and ...
Diamond was elected a fellow and served as President of the Econometric
Society. In 2003, In 1968, he served as president of the American
Economic Association He is a Fellow of the American Academy of Arts and
Sciences (1978), a Member of the National Academy of Sciences (1984),
27
provided limited guidance for our work. This is largely because the
nonproprietary data typically available to researchers for ...
J. R. Hicks: Mr. Keynes and the Classics: A Suggested Interpretation. In:
Εconometrica. 5, Nr. 2, 1937, S. 147–159 (PDF; 1,253 MB Deutsch in:
Barens/Caspari (Hrsg.) Das IS/LM-Modell. Entstehung und Wandel.
Marburg 1994.).
Journal of Εconometrics Τόμοι 107108 Σελίδα 326 2002 Goodnessoffit
tests for regression using kernel Methods. Manuscript. University of
Chicago. Atukorala, R., 1999. The case of an information criterion for
assessing asymptotic approximation in Εconometrics. Ph.D. Thesis,
Monash University.
Lectures in Εconometric Modelling: Mario Faliva, Maria Grazia Zoia
2014 ... (distribuzione) web: www.educatt.it/libri Associato all'AIE –
Associazione Italiana Editori ISBN EDIZIONE CARTACEA :
9788867801398 INDICE Preface CHAPTER 1 Formal Aspects of
Εconometric Models 1.
Les Difficultes de L'enseignement Econometrique (διδακτικαι ...... δύο
διαφόρων γνωμών, δύο κατευθύνσεων, ή δύο στρατοπέδων, άτινα
αντιμάχονται μεταξύ των, δηλαδή περί τών αρχαίων και των νέων. ...
Ημείς δεν σκοποϋμεν ώδε δια τοϋτο, δπως άναλύσωμεν το σύνολον τών
δυσχερειών της Οικονομικής διδασκαλίας. ... μία ματιά έπισκοπήσεως
τών προβλημάτων, άτινα συνθέτουν τήν εΐσα γωγήν της Οικονομετρίας
άπό παιδαγωγικής συγχρόνου οικονομική; σκοπιάς.
Limited Dependent and Qualitative Variables in Εconometrics. G. S.
Maddala 1986 This book presents the Εconometric analysis of
singleequation and simultaneousequation Models in which the jointly
dependent variables can be continuous, categorical, or truncated.
Looking Beyond the Fiscal: Do Oil Funds Bring Macreconomic ...Mr.
Ghiath Shabsigh, Nadeem Ilahi 2007 III. EMPIRICAL.
SPECIFICATION. AND. DATA. A. Εconometric. Specification. We
assess the impact of presence of an oil fund on macroeconomic volatility
through Εconometric estimation. An issue that often plagues such
estimation is that ...
Macroeconomic Forecasting: A Sociological Appraisal Σελίδα 49 Robert
Evans 2002 Conclusion This chapter has discussed the estimation of a
single equation and shown how economic theory, Εconometric tests and
43
The Refinement of Εconometric Estimation and Test ... Σελίδα 205. Garry
D. A. Phillips, Elias Tzavalis 2007 8. NonParametric.
SpecificationTesting. of. NonNested. Εconometric. Models. Qi. Li.
andThanasis. Stengos∗. 1 Introduction This chapter proposes a testing
procedure for discriminating between alternative sets of regressors in a ...
The Singapore Economy: An Εconometric Perspective Tilak Abeysinghe,
Keen Meng Choy 2002 This book is a unique introduction to the
Singapore economy and would be of interest to Εconometric Modellers
and policy makers in Singapore as well as advanced undergraduates and
graduate researchers interested in Modelling small open ...
The Structural Εconometric Time Series Analysis Approach. Arnold
Zellner, Franz C. Palm 2004 This volume will prove invaluable to
professionals, academics and students alike. This is the first published
exposition of current Εconometric Methods for the study of duration data.
This book presents statistical Methods for analysis of the duration of
events.
The Theory and practice of Εconometrics George G. Judge 1980 This
broadly based graduatelevel textbook covers the major Models and
statistical tools currently used in the practice of Εconometrics.
The Working of Εconometric Models Σελίδα 73. M. Morishima 1972 i .
Introduction. A 'multiplier' measures the marginal effect of a unit increase
of government expenditure upon one of various measures of national
income, such as national income at factor cost, national income at market
prices, and disposable ...
The Working of Εconometric Models Σελίδα 76 M. Morishima1972
Keynes completely ignored interindustrial phenomena and treated
consumption as a generator of the income ... workers and capitalistsunless
we know the proportion of wages to profits, which depends on the
industrial Distribution of outputs.
The Years of High Εconometrics: A Short History of the ... Σελίδα xiii
Francisco Louçã 2007 Taken in 1968 1.2 Irving Fisher, the first president
of the Εconometric Society 2.1 Second Εconometric Conference in
Europe (Paris, 1–4 October 1932) 2.2 Homage of the Εconometric Society
to Walras, by the centenary of his birth 3.1 Jerzy ...
The Εconometric Analysis of NonUniqueness in Rational ... Σελίδα 199.
L. Broze, A. Szafarz 2014 This Chapter emphasizes the links existing
between consistency of the estimation procedures and the identification
59
Οικονομετρία
άντι κείμενον τής Οικονομετρίας. Κατά τόν όρισμόν τόν δοθέντα ύπό τοϋ
αύτη συνίσταται είς τήν έφαρμογήν ειδικών μεθδδων είς το πεδίον τής
οικονομικής ...
ΘΕΩΡΗΤΙΚΗ ΟΙΚΟΝΟΜΕΤΡΙΑ
σπούδαζε εργαζόταν σέ Τρά- ζες στην Ελλάδα και ... περιοδικά πάνω σέ
θέματα θεωρητικής και έφαρμοσμένης Οικονομετρίας.
QNT301-Εφαρμοσμένη οικονομετρία - Τμήμα Οικονομικών Επιστημών
Εξάμηνο: Β΄. Διδάσκων: Δημήτριος Μόσχος. Σκοπός: Το μάθημα
επικεντρώνεται στη χρήση οικονομετρικών μεθόδων, για την εμπειρική
ανάλυση συγκεκριμένων ...
Tachydromos - Τεύχη 36-39 - Σελίδα 57 1991 - ΕΙΔΙΚΟΤΗΤΕΣ: •
Διοίκηση Επιχειρήσεων ο Μarketing • Λογιστικά και Χρηματοοικονομική
Ανάλυση • Οικονομετρία ο Διεθνή ... Χημεία/Μηχανική • Εφαρμοσμένα
Μαθηματικά ο Στατιστική • Επιχειρησιακή Ερευνα ο Εφαρμοσμένη
Φυσική • Χημεία ο ...
The State of Applied Econometrics-Causality and Policy Evaluation από
S Athey - 2016 - Γίνεται αναφορά σε 12 - 3 Ιουλ 2016 - We focus on three
main areas, where in each case we highlight recommendations for Applied
work. First, we discuss new research on ...
Vivliographikos hodēgos ... - Σελίδα 130 1981 - Εφαρμοσμένη
οικονομική θεωρία και πολιτική. Α1977, Παπαζήσης. 344 σ. (03739). -
Κριτική ανάλυση τής θεωρίας τοϋ ... ΓΚΑΜΑΛΕΤΣΟΣ, θ., Εφηρμοσμένη
Οικονομετρία. Τόμος Α' . Α1972, Παπαζήσης. 96 ο. (03748). - Θέματα
Οικονομετρίας.
Επιλογή Φοιτητών : Εφαρμοσμένη οικονομετρία | Ανακοινώσεις
...Επιλογή Φοιτητών : Εφαρμοσμένη οικονομετρία. Στην κατηγορία
Οικονομικών Επιστημών. Επιλογή φοιτητών OIK4102 «Εφαρμοσμένη
οικονομετρία»: econ3105 ...
Εφαρμοσμένες τεχνικές οικονομετρικής προβλεψιμότητας στις ...από Ν
Γεόμελος - 2012 Ειδικότερα, τα τελευταία χρόνια η ανάπτυξη της
εφαρμοσμένης οικονομετρίας παρέχει αρκετά εργαλεία, ώστε να
προσεγγιστεί με τον ορθολογικότερο τρόπο, ...
Εφαρμοσμένη οικονομετρία - www.dardanosnet.gr Ανδρέας Κιντής.
Εφαρμοσμένη οικονομετρία. Μεθοδολογικά και άλλα σημαντικά θέματα.
Εκδόσεις: Gutenberg. Τιμή καταλόγου: €19,11. Τιμή: €17,20 και
δωρεάν ...
Εφαρμοσμένη οικονομετρία - Τμήμα Κοινωνιολογίας - Πάντειο
...Εφαρμοσμένη οικονομετρία. Κατηγορία: Προπτυχιακά Εξάμηνο: ΣΤ
Τομέας: Κατηγορία: Μάθημα Χαρ.: Υπ./Ε. Διδακτικές Μονάδες: 4.
Διδάσκων: Καραγάνης ... λέσματα (0,41 δευτερόλεπτα)
98
belongs partly to Poland and partly to the Ukraine. Its former capital
Lemberg is today called Lviv and part of western Ukraine, whereas Cracow
lies in Southern Poland.
Ciompa published his German language book Grundrisse einer
Oekonometrie und die auf der Nationaloekonomie aufgebaute natόrliche
Theorie der Buchhaltung (Outline of Econometrics and the natural theory
of accounting based on economics, from now on simply referred to as
Grundrisse) in 1910, in which he defended an economic, as opposed to a
juridical, approach to the theory of accounting (Mattessich 2008, p. 270).
In the Grundrisse, one finds the earliest mention and definition of the
term Econometrics, more precisely, its German language equivalent
“Oekonometrie” (also “Okonometrie”), as far as we know. Ciompa
describes the new term vividly:
Just like mechanical, acoustical, dynamic, and other such phenomena in
physics, and mass phenomena in geometry, also economic phenomena
should be represented and displayed following a doctrine, which I envision
as a sort of economographics. This economographics would constitute a
descriptive economics; it would have to be based on economics,
mathematics and geometry. The foremost task of such a doctrine would be
the geometrical representation of value. This part of economographics I
call Econometrics. The practical application of Econometrics to the
mathematical representation of values and their changes would be
accounting. Put differently, Econometrics would then just be the theory of
accounting. [emphasis added]3
Econometrics in Ciompa’s vision, and what it adds to the more general
field of economics, would therefore be strictly descriptive in nature. Its
purpose is to describe and depict the changes and evolution of economic
values. More specifically, he thought of it as being a collection of
mathematical and graphical tools by which we could describe and depict
the evolution of assets and liabilities in business accounting. He further
explains the scientific status of economographics and Econometrics as
follows:
3 All quoted passages from the Grundriss in this paper have been translated
by myself. In the German original (Ciompa 1910, p. 5) we read: Wie die
mechanischen, akustischen, dynamischen und dgl. Erscheinungen durch
die Physik oder wie die Massenerscheinungen durch die Geometrie, so
sollten auch die volkswirtschaftlichen Erscheinungen durch eine Lehre, die
ich mir als eine Art Oekonomographie vorstelle, zur Darstellung gebracht
werden. Diese Oekonomographie waere eine Art darstellende
Nationaloekonomie, sie muesste auf der Nationaloekonomie, Mathematik
und Goemetrie aufgebaut werden. Einer solchen Lehre wuerde dann
104
vor allem die geometrische Darstellung des Wertes zufallen. Diesen Teil
der Oekonomographie nenne ich Oekonometrie. Die praktische
Anwendung dieser Oekonometrie auf die mathematische Darstellung der
Werte und deren Veraenderungen ist dann die Buchhaltung. Umgekehrt ist
dann die Oekonometrie nur die Theorie der Buchhaltung.
In the remainder of the paper, the original German quotations only are
provided, when my English translations are running the risk of becoming
too inaccurate for a proper understanding of what Ciompa actually wrote.
Similar to trigonometry which is a subfield of geometry, Econometrics
would be a subfield of economographics. Accounting and Econometrics
would be related to each other just like mathematics and algebra. (pp. 5-6)
Ciompa considered Econometrics to be the apparatus which we should
use in order to communicate and illustrate information in accounting.
In order to clarify the subject matter of business accounting, and hence of
Econometrics, Ciompa starts the Grundrisse with a brief discussion of
economic value theory and the theory of goods.
Although he is a bit imprecise in his exposition, we find several classical
definitions and wellknown classifications of economic concepts: a good is
simply defined as any means, material or immaterial, that is conducive to
the satisfaction of human wants. Goods are classified into economic goods
that have an exchange value, free goods that have no exchange value, and
services, which are defined as any outflow of human activity that has an
exchange value (Ciompa 1910, pp. 1-2).4 Ciompa points out, that only
economic goods, which according to his own definitions subsume services,
are relevant for business accounting.
Obviously, according to this classification, services are just a subgroup of
economic goods. Technically speaking, the classification is therefore not a
partition. It is not clear why Ciompa mentions services at all on this level
of his classification scheme, but this should not disturb us too much. In the
remainder of the book, he is almost always only referring to economic
goods, which includes services.
Next, Ciompa makes the twofold distinction of value into use value and
exchange value, both of which can be either of subjective or objective
nature.5 From these distinctions he obtains the terms subjective use value
that is assigned to a good in accordance with the subjective importance of
the wants that it satisfies, subjective exchange value, which is assigned to
a good in accordance with the importance of the wants that can be satisfied
by those goods that can be obtained in exchange for it, objective use value
that describes the factual or natural scientific potential of a good to satisfy
wants, and objective exchange value, which is simply the market value or
the price of the good as the result of the subjective evaluations of buyers
and sellers. Ciompa further points out, that value is not inherent in the
good, but contingent on needs, inclinations, the economic situation of the
105
English translation of the article has been published in Chipman (1971, pp.
386-423) under the title “On a Problem in Pure Economics”. Having no
access to the volume, quotations have been translated into English by
myself. I follow the same policy of providing the French original only for
passages that are of particular importance. All quotations come from the
republication of the original French article in Metroeconomica in 1957.
15 In the French original, we read:
(Frisch 1930, ch. 1.1, as cited in Bjerkholt and Dupont 2010, p. 57) It
would be false, however, to reduce Frisch’s ideal conception of
Econometrics
to empiricism and little else, although, this is exactly what this particular
statement suggests. In his lectures there are several other references to
Newtonian physics and Einstein’s theory of general relativity.
1950).17 All of these economists were, to a greater or lesser extent, and if
only occasionally, driven by the attempt at formalizing and quantifying
elements of economic theory, such as the concept of utility. 18 Frisch
himself considered the quantification of utility a primary objective of
Econometrics:
… the University of Oslo, cofounder of the Econometric Society and editor
of its journal Econometrica, he refers again to Jevon’s dream of being
“able to quantify at least some of the laws and regularities of economics”,
and claims that, “since the break-through of Econometrics – this is not a
dream anymore but a reality.” (Frisch 1970a, p. 12) What then did the
break-through look like? How did the dream become true?
Schumpeter may of course be seen as the exception. He was not actively
involved in this endeavor in his own writings, but enthusiastically
supported the efforts of his mathematically inclined colleagues.
Schumpeter, together with Frisch and Fisher, was a founding member of
the Econometric Society in 1930 and its president from 1940-1941.
This is what Frisch refers to as the combination of the theoretical-
quantitative
(mathematical model framework) and the empirical-quantitative
(statistical estimation methods) in his editorial comment to the first issue
of Econometrica (Frisch 1933, p. 1). Elsewhere, he describes the general
approach as follows:
The attempt at quantification in Econometrics comprises two aspects of
equal importance. The true unification of these quantitative elements
is the foundation for Econometrics. (Frisch 2013 [1933], Lecture 1)
Thus, in his response to Professor Lulek, Frisch (1936, p. 95) defines
Econometrics as the “unification of economic theory, statistics, and
mathematics”. At the heart of this unification are the underlying axioms
and assumptions that comprise the mathematical model framework. These
109
things as we see them, and wherever there is any possible motive for
wishing to see them in a given rather than another light, the way in which
we see things can hardly be distinguished from the way in which we
wish to see them. (p. 40) Ragnar Frisch was convinced that Econometrics
is in fact a set of tools for solving social and economic problems (Frisch
1944) as it provides the guidelines for economic planning. Having
Pawel Ciompa’s vision of Econometrics and economographics, as a
descriptive economics, in mind, I would suggest that it should rather be
seen as a set of tools for identifying and describing the empirical
manifestations of social and economic problems, nothing more and nothing
less. The solution of these problems, if they are solvable at all, must
ultimately come from reason.
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251
privacy. One major contribution of this article is the use of the decision
forest data mining algorithm (...)
This section presents indicative examples of Greek and international
Internet sources3, in which there are open-access useful data and
information.
This survey of the symposium papers argues that the problem of data
mining should be of interest to both practicing Econometricians and
specialists in economic methodology. After summarizing some of the main
points to arise in the symposium, it draws on recent work in the philosophy
of science to point to parallels between data mining and practices engaged
in routinely by experimental scientists. These suggest that data mining
might be seen in a more positive light than conventional doubts about it
(...)
Thistlethwaite, D., and D. Campbell (1960), “Regression Discontinuity
Analysis: An Alternative
Thomas F. Cooley and Stephen F. LeRoy
Tsay, R.: 2002, Analysis of Financial Time Series, John Wiley and Sons.
Tsay,R.S. Analysis of Financial Time Series. Hoboken, NJ: John Wiley &
Sons, Inc., 2005.
Vol. 95, No. 2, Papers and Proceedings of the One Hundred Seventeenth
Annual Meeting of the American Economic Association, Philadelphia, PA,
January 7-9, 2005, pp. 415-420
Volatility and time series Econometrics: essays in honor of Robert F.
Engle / edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson
-- Oxford: Oxford University Press, 2010 -- xi, 419 p. : ill., maps ; 26 cm.
-- (Advanced texts in Econometrics)
volatility estimation. Economic Notes, forthcoming.
volatility measurement. In Y. A_t-Sahalia and L. P. Hansen (Eds.),
Handbook of
volatility model. In M. G. Akritas and D. N. Politis (Eds.), Recent
Advances and Trends
volatility. Journal of Econometrics 45, 239{265.
Volume 2, 881–935, Amsterdam, North-Holland.
Works dealing with the nature and history of Econometrics are Divisia
1953; Frisch 1933; Tintner 1953; 1954. Basic works in the field are Allen
1956; Malinvaud 1964; Samuelson 1947.
267
Zivot, E. and Wang, J.: 2006, Modeling Financial Time Series with S-
PLUS, Springer.
ΕΥΡΕΤΗΡΙΟ
analysis, 10, 11, 13, 16, 17, 18, 20, 21, 23, 169, 170, 171, 172, 174, 175, 176, 178,
25, 26, 27, 29, 30, 32, 34, 35, 36, 37, 38, 180, 181, 182, 183, 184, 186, 187, 188,
39, 42, 43, 48, 53, 54, 58, 59, 60, 61, 63, 189, 194, 198, 199, 200, 201, 203, 204,
64, 65, 68, 69, 71, 73 205, 207, 209, 210, 211, 212, 213, 214,
Ancient, 28, 29 215, 217, 218, 219, 221, 223, 225, 226,
Applied Econometrics, 8, 10, 92, 93, 94, 227, 230, 231, 232, 233, 234, 235, 237,
95, 96, 97 238, 239, 240, 242, 245, 246, 247, 249,
Athenian, 29 250, 251, 252, 253, 255, 258, 259, 260,
Balkan Wars, 22 265, 266, 267
Basic Econometric, 12 ECONOMETRIC, 17, 19, 21, 23, 25, 31,
Bayes, 120, 133, 137, 144, 145, 186, 195, 37, 48, 69
201, 207, 256, 262, 267 econometric methods, 10
Bayesian, 22, 23, 25, 40, 57, 71, 115, 120, Econometric modeling, 24, 28, 34, 35, 40,
121, 132, 133, 134, 140, 141, 143, 144, 48, 66
145, 148, 149, 153, 154, 159, 173, 176, Econometric models, 17, 23, 27, 30, 33,
177, 178, 179, 181, 190, 193, 196, 197, 35, 38, 41, 43, 45, 46, 50, 51, 52, 54, 57,
199, 200, 202, 203, 204, 205, 213, 224, 63, 64, 66, 68, 69, 72, 75
226, 227, 234, 235, 237, 239, 241, 243, Econometric Society, 7, 26
267 Econometric. Analysis, 18, 60
Bibliography, 24, 111, 115, 128 Econometrica, 7, 8, 10, 16, 51, 71, 75,
Ciompa, 7, 100, 101, 102, 103, 104, 105, 101, 102, 108, 112, 119, 121, 122, 124,
106, 107, 109, 110, 111 125, 126, 127, 130, 131, 132, 133, 135,
Econometric, 1, 7, 8, 10, 12, 13, 14, 15, 138, 142, 144, 145, 146, 147, 148, 150,
16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 154, 155, 156, 164, 167, 169, 170, 173,
27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 175, 176, 182, 186, 187, 188, 190, 193,
38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 194, 198, 202, 203, 204, 205, 209, 214,
49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 216, 217, 218, 220, 221, 222, 223, 224,
60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 225, 226, 227, 229, 231, 232, 233, 234,
71, 72, 73, 74, 75, 92, 93, 94, 95, 101, 235, 237, 240, 241, 242, 244, 246, 247,
106, 107, 108, 111, 112, 115, 116, 117, 248, 249, 251, 253, 256, 257, 259, 260,
118, 119, 120, 121, 122, 123, 124, 125, 264, 265, 266, 267
126, 127, 130, 131, 132, 133, 137, 140, econometrics, 7, 9, 60, 92, 93, 94, 95,
141, 142, 145, 146, 147, 148, 150, 151, 100, 101, 102, 103, 104, 105, 106, 107,
152, 153, 154, 155, 156, 158, 159, 160, 108, 109, 110, 111, 113
161, 162, 163, 164,165, 166, 167, 168,
271
οϊκονομομετρικής, 84 Π.χ., 63
ορισμός, 8, 10 πρώτη φορά, 7, 8, 10
ορισμός της οικονομετρίας, 10 συναρτησιακή σχέση, 10