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The New Apocalypse
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The Methodology and Practice of Econometrics
David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a collection of papers dedicated to him and his work. Many internationally renowned econometricians who have collaborated with Hendry or have been influenced by his research have contributed to this volume, which provides a reflection on the recent advances in econometrics and considers the future progress for the methodology of econometrics. Central themes of the book include dynamic modelling and the properties of time series data, model selection and model evaluation, forecasting, policy analysis, exogeneity and causality, and encom...
Fernie Brae
First published in 1947, this is explicitly based upon Joyce's Portrait of the Artist as a Young Man, tracing the young life of a sensitive, intelligent Glaswegian, David Macrae, from the formative images of his infancy to his solipsistic attack on t
Growing Up in the West
These books give four very different, and memorably vivid accounts of what it was to be young and growing up in Glasgow and the West of Scotland, from the 1930s to the 1960s. Poor Tom tells of a young man's struggle to come to terms with the slow death of his brother in the city slums of a culturally impoverished Scotland. Fernie brae celebrates the growth and education of a sensitive boy in a novel reminiscent of Joyce's Portrait of the Artist Gordon William's novel tells a grimmer story as its young protagonist eventually succumbs to a culture of drink and violence where the harshness of life on the land sits next to industrial sprawl: 'From scenes like these old Scotia's grandeur springs.' Set in the Clydeside shipyards, the wryly observant and humorous style of Apprentice strikes a happier note from the 1960s.
A World Alien
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Empirical Model Discovery and Theory Evaluation
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and ...
