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Reflections on the LSE Tradition in Econometrics: a Student's Perspective
2014
Œconomia
Since the mid 1960s the LSE tradition, led initially by Denis Sargan and later by David Hendry, has contributed several innovative techniques and modeling strategies to applied econometrics. A key feature of the LSE tradition has been its striving to strike a balance between the theory-oriented perspective of textbook econometrics and the ARIMA data-oriented perspective of time series analysis. The primary aim of this article is to provide a student's perspective on this tradition. It is argued
doi:10.4000/oeconomia.922
fatcat:yi7pgiduxbb25lkbw3t3cwu63q