The Influence of A. W. Phillips on Econometrics.
We commence our section with some personal recollections of our first acquaintanceships [with A. W. Phillips]. Then we turn to a consideration of the many ways in which Phillips influenced econometrics, focusing on three main aspects (control theory, moving-average errors in dynamic models, and exog...
| 主要な著者: | , |
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| その他の著者: | |
| フォーマット: | Book section |
| 言語: | English |
| 出版事項: |
Cambridge University Press
2000
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| 要約: | We commence our section with some personal recollections of our first acquaintanceships [with A. W. Phillips]. Then we turn to a consideration of the many ways in which Phillips influenced econometrics, focusing on three main aspects (control theory, moving-average errors in dynamic models, and exogeneity). For a recent brief history of the development of dynamic modelling at LSE, including Phillips’s role in this, see Mizon (1995); also, Rex Bergstrom relates his work to that of Bill Phillips and notes the stimulus he received in Phillips (1993). |
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