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VECTORIZATION AND ECONOMETRIC MODEL SIMULATION
Computer Science in Economics and Management, 1989Linear analysis of nonlinear models, stochastic simulation, evaluation of forecast errors and optimal control are examples of econometric analysis that require many datasets to be solved for the same model. In this paper, we present an algorithm which demonstrates significant gains in solution speed-up and cost reduction, using vectorization, a ...
C.E. Petersen, A. Cividini
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Econometric Model Determination
Econometrica, 1996Summary: Our general subject is model determination methods and their use in the prediction of economic time series. The methods suggested are Bayesian in spirit but they can be justified by classical as well as Bayesian arguments. The main part of the paper is concerned with model determination, forecast evaluation, and the construction of evolving ...
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Econometrics and econometric modeling in Excel and R
2020The textbook includes topics of modern econometrics, often used in economic research. Some aspects of multiple regression models related to the problem of multicollinearity and models with a discrete dependent variable are considered, including methods for their estimation, analysis, and application.
Irina Orlova, Lyudmila Babeshko
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The Size of Dynamic Econometric Models
Econometrica, 1984This paper investigates the performances of dynamic econometric models in relationship to their size. More precisely, the central issue addressed in this paper is whether there exists a procedure that systematically associates with every large-scale model a small-scale model that constitutes a reasonably good approximation of the large-scale model ...
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Researchers in the tourism and hospitality field use various econometric models to investigate complex economic phenomena relevant to the tourism and hospitality industry. The econometric models include techniques such as ordinary least squares regression for cross-sectional data, autoregressive integrated moving average for time series data, and panel
Doğru, Tarık +2 more
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Doğru, Tarık +2 more
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BOOTSTRAPPING ECONOMETRIC MODELS [PDF]
, 2007 The bootstrap is a statistical technique used more and more widely in econometrics. While it is capable of yielding very reliable inference, some precautions should be taken in order to ensure this. Two "Golden Rules" are formulated that, if observed, help to obtain the best the bootstrap can offer.
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Causal reasoning in econometric models
Decision Support Systems, 1995Abstract Propagation of change based on causal ordering is a central element of causal reasoning in economic models. While causal reasoning has most often been applied in qualitative models, we demonstrate a technique for causal reasoning that offers explanations of structure and behaviour in quantitative, econometric contexts.
Kuan-Pin Lin, Arthur M. Farley
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Spatial Econometric Interaction Modelling
2016The present book is concerned with spatial interaction modelling. In particular, it aims to illustrate, through a collection of methodological and empirical studies, how estimation approaches in this field recently developed, by including the tools typical of spatial statistics and spatial econometrics (Anselin 1988; Cressie 1993; Arbia 2006, 2014 ...
PATUELLI, ROBERTO, G. Arbia
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1981
The aim of this chapter is to formulate and test a large-scale, multisectoral, econometric model for the UK in order to apply the results of the stochastic optimal control techniques developed earlier. Our final purpose is to formulate an investment plan for the UK economy, together with a price- wage plan to regulate the economy.
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The aim of this chapter is to formulate and test a large-scale, multisectoral, econometric model for the UK in order to apply the results of the stochastic optimal control techniques developed earlier. Our final purpose is to formulate an investment plan for the UK economy, together with a price- wage plan to regulate the economy.
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Simulation of a Nonlinear Econometric Model [PDF]
, 1979 This paper describes some analytic simulation experiments performed on a nonlinear macroeconometric model of the Italian economy. The proposed techniques extend to nonlinear models methods that are available, in the literature, for linear econometric models.
BIANCHI C, CALZOLARI, GIORGIO
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