Results 31 to 40 of about 21,672,407 (409)
Specification and estimation of spatial econometric models : A discussion of alternative strategies for spatial economic modelling [PDF]
, 1983 The semantical insufficiency of (spatial) economic theories necessitates the making of additional assumptions — thereby introducing substantial specification uncertainty — in order to arrive at a fully specified econometric model.
Blommestein, Hans J.
core +2 more sources
The Use of Structural Models in Econometrics [PDF]
Journal of Economic Perspectives, 2017 This paper discusses the role of structural economic models in empirical analysis and policy design. The central payoff of a structural econometric model is that it allows an empirical researcher to go beyond the conclusions of a more conventional empirical study that provides reduced-form causal relationships.
Low, H, Meghir, C
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Real Estate Management and Valuation, 2017 The paper proposes a means of determining the impact of real estate characteristics based on the residuals of an accordingly specified econometric model. The econometric model contains explanatory variables whose values are easily measurable.
Doszyń Mariusz, Gnat Sebastian
doaj +1 more source
Econometric Models of Network Formation [PDF]
Annual Review of Economics, 2020 This article provides a selective review of the recent literature on econometric models of network formation. I start with a brief exposition on basic concepts and tools for the statistical description of networks; then I offer a review of dyadic models, focusing on statistical models on pairs of nodes, and I describe several developments of interest ...
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Development of an Econometric Model of Crisis and Assessment of the Crisis Risk
Mathematics, 2023 In this paper, the classification of crisis states and their dynamics is carried out. The asset crisis model is approximated and formalized. Invariant stationary components and the boundaries of crisis fluctuations are determined, which allows for ...
Vera Ivanyuk
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Econometric Modelling: Extensions [PDF]
, 2020 AbstractThis chapter is devoted to advanced issues of econometric modelling. The topics covered are, among others, models in willingness to pay space, the meaning of scale heterogeneity in discrete choice models and the application of various information processing rules such as random regret minimisation or attribute non-attendance.
Petr Mariel +10 more
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Recent Developments on Factor Models and its Applications in Econometric Learning [PDF]
, 2020 This paper makes a selective survey on the recent development of the factor model and its application on statistical learnings. We focus on the perspective of the low-rank structure of factor models, and particularly draws attentions to estimating the model from the low-rank recovery point of view.
arxiv +1 more source
Applied Econometric Time Series
, 1994 PREFACE. ABOUT THE AUTHOR. Chapter DIFFERENCE EQUATIONS . 1 Time-Series Models. 2 Difference Equations and Their Solutions. 3 Solution by Iteration. 4 An Alternative Solution Methodology. 5 The Cobweb Model. 6 Solving Homogeneous Difference Equations.
W. Enders
semanticscholar +1 more source
Potential of Wolfram technologies in construction and research of econometric models
Современные информационные технологии и IT-образование, 2017 In the center of attention of article didactic, applied and research potentials of technologies of the modern knowledge base and a set of computing algorithms Wolfram in creation and a research of econometric models.
Dmitry A. Vlasov +1 more
doaj +1 more source
Econometric Modeling Combining MCMC Algorithm and Random Coefficient Quantile AR Model
IEEE AccessThe current econometric models have the disadvantages of low prediction accuracy and poor model fitting effect. To solve these problems, this study combines Markov chain Monte Carlo algorithm with random coefficient quantile auto-regression model, and ...
Ting Wang
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