Econometrics: An Historical Guide for the Uninitiated

David Pollock ()

No 14/05, Discussion Papers in Economics from Division of Economics, School of Business, University of Leicester

Abstract: This essay was written to accompany a lecture to beginning students of the course of Economic Analytics, which is taught in the Institute of Econometrics of the University of Lodz in Poland. It provides, within a few pages, a broad historical account the development of econometrics. It begins by describing the origin of regression analysis and it concludes with an account of cointegration analysis. The purpose of the essay is to provide a context in which the students can locate various aspects of econometric analysis. A distinction must be made between the means by which new ideas were propagated and the manner and the circumstances in which they have originated. This account is concerned primarily with the propagation of the ideas.

Keywords: econometrics; regression analysis; cointegration analysis; statistical analysis (search for similar items in EconPapers)
JEL-codes: B16 B23 (search for similar items in EconPapers)
Date: 2014-02
New Economics Papers: this item is included in nep-ecm, nep-his and nep-hpe
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Citations: View citations in EconPapers (1)

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