Modelling economic series : readings in econometric methodology / edited by Clive William John Granger.

General Introduction / C.W.J. Granger, 1 -- Part 1. Basic methodological issues, 29 -- Introduction, 29 -- 1. Let's take the con out of econometrics / Edward E. Leamer, 29 -- 2. What will take the con out of econometrics? / Michael McAleer, Adrian R. Pagan, and Paul A. Volker, 50 -- 3. Simplified extreme bounds / Trevor S. Breusch, 72 -- 4. What will take the con out of econometrics?: a reply to McAleer, Pagan, and Volker / Thomas F. Cooley and Stephen F. LeRoy, 82 -- 5. Sensitivity analyses would help / Edward E. Leamer, 88 -- 6. Three econometric methodologies: a critical appraisal / Adrian R. Pagan, 97 -- 7. Procrustean econometrics: or stretching and squeezing data / David F. Hendry and Grayham E. Mizon, 121 -- 8. Macroeconomics and reality / Christopher A. Sims, 137 -- Part II. Alternative methodologies, 195 -- Introduction, 195 -- 9. Macroeconomic methodology / Ray Fair, 195 -- 10. Improving economic forecasting with bayesian vector autoregression, / Richard M. Todd, 214 -- 11. A bayesian analysis of the determinants of inflation / Edward E. Leamer, 235 -- 12. Bayesian analysis in econometrics / Arnold Zellner, 260 -- Part III. LSE Methodology, 279 -- Introduction, 279 -- 13. Professor Hendry's econometric methodology / Christopher L. Gilbert, 279 -- 14. On the formulation of empirical models in dynamic econometrics / David F. Hendry and Jean-Francois Richard, 304 -- 15. Towards a unifying methodological framework for econometric modelling / Aris Spanos, 335 -- Part IV. Model evaluation and selection, 369 -- Introduction, 369 -- 16. A consistent model selection / Halbert White, 369 -- 17. Econometric evaluation of linear macroeconomic models / Yock Y. Chong and David F. Hendry, 384 -- Index, 411.