Results 261 to 270 of about 81,645 (313)

Econometrics and econometric modeling

2021
The textbook covers a wide range of issues related to econometric modeling. Regression models are the core of econometric modeling, so the issues of their evaluation, testing of assumptions, adjustment and verification are given a significant place. Various aspects of multiple regression models are included: multicollinearity, dummy variables, and lag ...
Irina Orlova   +2 more
openaire   +1 more source

Aggregation and Econometric Models

International Economic Review, 1973
growing, there has been an increasing clamor from certain quarters for the reverse. The cry is for small models, not big ones, and for simple models, not complex ones. It is almost as if all that matters is prediction of current dollar and real gross national product (GNP and GNP58) and perhaps a few of their components. But surely this is blindness to
Fromm, Gary, Schink, George R
openaire   +1 more source

The econometric modelling of social preferences [PDF]

open access: possibleTheory and Decision, 2012
The `modelling of social preferences' noted in the heading is investigated on the base of normative modelling of individuals' behavior with respect to fairness. The authors follow \textit{A. W. Cappelen} et al. [``The pluralism of fairness ideals: an experimental approach'', Am. Econ. Rev. 97, No. 3, 818--827 (2007; \url{doi:10.1257/aer.97.3.818})] and
CONTE, anna, Moffatt, Peter G.
openaire   +4 more sources

VECTORIZATION AND ECONOMETRIC MODEL SIMULATION

Computer Science in Economics and Management, 1989
Linear 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
openaire   +1 more source

Econometric Model Determination

Econometrica, 1996
Summary: 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 ...
openaire   +1 more source

Econometrics and econometric modeling in Excel and R

2020
The 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
openaire   +1 more source

The Size of Dynamic Econometric Models

Econometrica, 1984
This 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 ...
openaire   +1 more source

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