Ethics in Econometrics

Philip Hans Franses is Professor of Applied Econometrics at the Erasmus University Rotterdam. He is a Fellow of the Journal of Econometrics, Journal of Applied Econometrics, International Journal of Forecasting, and of the Royal Netherlands Academy of Arts and Sciences. He has published monographs and textbooks with Cambridge University Press.

• Introduction; 1. Ethical guidelines; 2. Scientific misconduct; 3. Influential observations; 4. Model selection; 5. Estimation and interpretation; 6. Missing data; 7. Spurious relations; 8. Blinded by the data; 9. Predictability; 10. Adjustment of forecasts; 11. Big data; 12. Algorithms.

'Having a deeper understanding of econometric tools, their use and misuse, is essential for not making misleading conclusions based on 'data evidence.' This excellent textbook introduces the reader to spotting some of the pitfalls in econometric and other data analysis.' Niels Haldrup, Aarhus University