Économétrie, théorie des tests et philosophie des sciences
In this text, we review some recent developments in econometrics that may be of interest to specialists in areas other than economics, and we discuss some relations of econometric methodology with general themes of scientific methodology and philosophy of science, such as the falsifiability criterion (Popper), the underdetermination of theories by data (Quine) and instrumentalism. In particular, we underscore the contrast between two styles of modelling - the parsimonious approach and the statistico-descriptive approach - and we analyze the links between statistical testing theory and philosophy of science. Keywords : econometrics, statistics, testing, identification, philosophy of science, falsifiability, under-determination, parsimony, nonparametric methods, instrumentalism, positivism, ill-defined problems, Popper, Duhem, Quine
identification Popper Duhem Quine