Abstract: 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 that its key contributions and its main call to ...
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Topics: 
Humanities
Epistemology