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dc.contributor.authorQin, Duoen
dc.date.accessioned2012-09-20T13:02:16Z-
dc.date.available2012-09-20T13:02:16Z-
dc.date.issued2006-
dc.identifier.urihttp://hdl.handle.net/10419/62932-
dc.description.abstractThis paper examines the rise of the VAR approach from a historical perspective. It shows that the VAR approach arises as a systematic solution to the issue of 'model choice' bypassed by Cowles Commission (CC) researchers, and that the approach essentially inherits and enhances the CC legacy rather than abandons or opposes it. It argues that the approach is not so atheoretical as widely believed and that it helps reform econometrics by shifting research focus from measurement of given theories to identification/verification of data-coherent theories, and hence from confirmatory analysis to a mixture of confirmatory and exploratory analysis.en
dc.language.isoengen
dc.publisher|aQueen Mary University of London, Department of Economics |cLondonen
dc.relation.ispartofseries|aWorking Paper |x557en
dc.subject.jelB23en
dc.subject.jelB40en
dc.subject.jelC10en
dc.subject.jelC30en
dc.subject.jelC50en
dc.subject.ddc330en
dc.subject.keywordVAR, Macroeconometrics, Methodology, Rational expectations, Structural modelen
dc.titleVAR modelling arroach and Cowles Commission heritage-
dc.typeWorking Paperen
dc.identifier.ppn509881092en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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