Results 11 to 20 of about 482,787 (390)
ECONOMETRICS AND REALITY [PDF]
, 2002 Starting with a realist ontology the economic methodologist, Tony Lawson, argues that econometrics is a failed project. Apparently more sympathetic to econometrics, the philosopher of science, Nancy Cartwright, again from a realist perspective ...
Kevin Hoover
core +6 more sources
SSRN Electronic Journal, 2022 of the of IZA. on policy, but IZA takes no institutional policy positions. The IZA research network is committed to the IZA Guiding Principles of Research Integrity.
J. Heckman, R. Pinto
semanticscholar +3 more sources
, 2011 Since the last decade we live in a digitalized world where many actions in human and economic life are monitored. This produces a continuous stream of new, rich and high quality data in the form of panels, repeated cross-sections and long time series ...
Bauwens, Luc, Rombouts, Jeroen V. K.
core +4 more sources
Econometrics in R: Past, Present, and Future [PDF]
Journal of Statistical Software, 2008 Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research.
Achim Zeileis, Roger Koenker
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, 2006 Econometrics often deals with data under, from the statistical point of view, non-standard conditions such as heteroscedasticity or measurement errors and the estimation methods need thus be either adopted to such conditions or be at least insensitive to
Pavel Cizek, Wolfgang Härdle
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Spurious regressions in econometrics [PDF]
Journal of Econometrics, 1974 It is very common to see reported in applied econometric literature time series regression equations with an apparently high degree of fit, as measured by the coefficient of multiple correlation R2 or the corrected coefficient R2, but with an extremely low value for the Durbin-Watson statistic.
C. Granger, P. Newbold
semanticscholar +5 more sources
, 2019 Although the theme of the monograph is primarily related to “Applied Econometrics”, there are several theoretical contributions that are associated with empirical examples, or directions in which the novel theoretical ideas might be applied. The monograph is associated with significant and novel contributions in theoretical and applied econometrics ...
Chung-ki Min
semanticscholar +4 more sources
Comparing Implementations of Estimation Methods for Spatial Econometrics
Journal of Statistical Software, 2015 Recent advances in the implementation of spatial econometrics model estimation techniques have made it desirable to compare results, which should correspond between implementations across software applications for the same data.
Roger Bivand, Gianfranco Piras
exaly +2 more sources
Reproducible Econometric Simulations [PDF]
Journal of Econometric Methods, 2013 Reproducibility of economic research has attracted considerable attention in recent years. So far, the discussion has focused on reproducibility of empirical analyses.
Achim Zeileis, Christian Kleiber
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, 2004 This paper provides a survey and synthesis of econometric tools that have been employed to study economic growth. While these tools range across a variety of statistical methods, they are united in the common goals of first, identifying interesting ...
Durlauf, Steven N +2 more
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