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  • Table of Contents
    • Article
      • 1 What is econometrics?
      • 2 Early attempts at quantitative research in economics
      • 3 The birth of econometrics
      • 4 Early advances in econometric methods
      • 5 Consolidation and further developments
      • 6 Recent developments
      • 6.1 Rational expectations and the lucas critique
      • 6.2 Atheoretical macroeconometrics
      • 6.3 Microeconometrics
      • 6.4 Model evaluation
      • 7 Appraisals and future prospects
    • See Also
    • Bibliography
    • How to cite this article
Edition jacket - 1987

econometrics

M. Hashem Pesaran
From The New Palgrave: A Dictionary of Economics, First Edition, 1987
Edited by John Eatwell, Murray Milgate and Peter Newman
Alternate versions available: 2008 Edition
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How to cite this article

Pesaran, M. Hashem. "econometrics." The New Palgrave: A Dictionary of Economics. First Edition. Eds. John Eatwell, Murray Milgate and Peter Newman. Palgrave Macmillan, 1987. The New Palgrave Dictionary of Economics Online. Palgrave Macmillan. 24 October 2017 <http://www.dictionaryofeconomics.com/article?id=pde1987_X000646> doi:10.1057/9780230226203.2430

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