Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Introduction
- Bibliography
- I The Emerging Role of Econometrics in Economics
- II Early Time-Series Analysis
- 6 On the Study of Periodic Commercial Fluctuations (Read to the British Association in 1862, and in Investigations in Currency and Finance, Macmillan, 1884, pp. 3–10 and plates)
- 7 Correlation of the Marriage-Rate with Trade (Journal of the Royal Statistical Society, vol. 64, 1901, pp. 485–92)
- 8 The Correlation of Economic Statistics (Journal of the American Statistical Association, vol. 12, 1910, pp. 289–94, 306–17 (cut))
- 9 Why do we sometimes get Nonsense Correlations between Time-Series? (Journal of the Royal Statistical Society, vol. 89, 1926, pp. 2–9, 30–41)
- 10 On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers (Philosophical Transactions of the Royal Society of London, A, vol. 226, 1927, pp. 267–73)
- 11 A Random-Difference Series for Use in the Analysis of Time Series (Journal of the American Statistical Association, vol. 29,934, pp. 11–24 (data cut))
- 12 Calculation and Elimination of Seasonal Fluctuations [Berechnung und Ausschaltung von Saisonschwankungen] (Julius Springer, Vienna, 1936, chap. 1)
- 13 Morgenstern on the Methodology of Economic Forecasting (Journal of Political Economy, vol. 37, 1929, pp. 312–17, 320–3, 326–37 (cut))
- III Applied Econometrics and the Identification Problem
- IV The Evolution of Statistical Thinking in Econometrics
- V Dynamic Models
- VI The Tinbergen Debate
- VII Structure and Simultaneity
- VIII The Probabilistic Revolution
- IX Exogeneity
- Index
8 - The Correlation of Economic Statistics (Journal of the American Statistical Association, vol. 12, 1910, pp. 289–94, 306–17 (cut))
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgements
- Introduction
- Bibliography
- I The Emerging Role of Econometrics in Economics
- II Early Time-Series Analysis
- 6 On the Study of Periodic Commercial Fluctuations (Read to the British Association in 1862, and in Investigations in Currency and Finance, Macmillan, 1884, pp. 3–10 and plates)
- 7 Correlation of the Marriage-Rate with Trade (Journal of the Royal Statistical Society, vol. 64, 1901, pp. 485–92)
- 8 The Correlation of Economic Statistics (Journal of the American Statistical Association, vol. 12, 1910, pp. 289–94, 306–17 (cut))
- 9 Why do we sometimes get Nonsense Correlations between Time-Series? (Journal of the Royal Statistical Society, vol. 89, 1926, pp. 2–9, 30–41)
- 10 On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers (Philosophical Transactions of the Royal Society of London, A, vol. 226, 1927, pp. 267–73)
- 11 A Random-Difference Series for Use in the Analysis of Time Series (Journal of the American Statistical Association, vol. 29,934, pp. 11–24 (data cut))
- 12 Calculation and Elimination of Seasonal Fluctuations [Berechnung und Ausschaltung von Saisonschwankungen] (Julius Springer, Vienna, 1936, chap. 1)
- 13 Morgenstern on the Methodology of Economic Forecasting (Journal of Political Economy, vol. 37, 1929, pp. 312–17, 320–3, 326–37 (cut))
- III Applied Econometrics and the Identification Problem
- IV The Evolution of Statistical Thinking in Econometrics
- V Dynamic Models
- VI The Tinbergen Debate
- VII Structure and Simultaneity
- VIII The Probabilistic Revolution
- IX Exogeneity
- Index
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- The Foundations of Econometric Analysis , pp. 130 - 140Publisher: Cambridge University PressPrint publication year: 1995