Results 311 to 320 of about 424,798 (360)

A joint econometric model of macroeconomic and term structure [PDF]

open access: yes
David Vestin   +2 more
core  

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

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

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

DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS

Econometric Theory, 2017
The current article examines the limit distribution of the quasi-maximum likelihood estimator obtained from a directionally differentiable quasi-likelihood function and represents its limit distribution as a functional of a Gaussian stochastic process indexed by direction.
Cho, Jin Seo, White, Halbert
openaire   +1 more source

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