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The econometrics of the Holy Grail: A critique (Revised version)

Keuzenkamp,H.A.
Abstract
This paper discusses the methodological views of David Hendry. A critique is given on the reification of the so-called Data Generating Process. The merits of general to specific modelling are analyzed. Hendry's neo-Popperian philosophy is examined. It is argued that this philosophy is not able to transform econometrics from `alchemy' to `science'.
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Pagination: 24
Date
1995
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Unknown Publisher
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Tilburg University Research Output Collection
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21.pdf
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Keywords
Econometrics, Testing, Data Generation Process, econometrics
Citation
Keuzenkamp, H A 1995 'The econometrics of the Holy Grail : A critique (Revised version)' CentER Discussion Paper, vol. 1995-21, Unknown Publisher.
URI
https://hdl.handle.net/20.500.14602/26226
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