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Econometrica, 1985
The widespread use of prior information in formulating, estimating, and using econometric models is reviewed. Attempts to avoid the use of prior information by formulating multivariate statistical VAR and ARMA time series models for economic time series data have resulted in heavily over-parametrized models.
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The widespread use of prior information in formulating, estimating, and using econometric models is reviewed. Attempts to avoid the use of prior information by formulating multivariate statistical VAR and ARMA time series models for economic time series data have resulted in heavily over-parametrized models.
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2023
In this chapter, we take up Black-Scholes, which is considered to be the most difficult of econometrics and visualize its contents dynamically. What is the Black-Scholes formula? Black-Scholes is about the world of ever-changing stock prices. For person A, who cannot buy stocks now, but intends to buy more stocks someday, the price increase is a ...
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In this chapter, we take up Black-Scholes, which is considered to be the most difficult of econometrics and visualize its contents dynamically. What is the Black-Scholes formula? Black-Scholes is about the world of ever-changing stock prices. For person A, who cannot buy stocks now, but intends to buy more stocks someday, the price increase is a ...
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Econometric Theory, 2002
There are six factors that can enhance or weaken an econometrics text: coverage, lucidity, speed, independence, examples, and exercises. With clear explanations and a smooth pace, Fumio Hayashi's Econometrics succeeds as a solid first-year graduate text.
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There are six factors that can enhance or weaken an econometrics text: coverage, lucidity, speed, independence, examples, and exercises. With clear explanations and a smooth pace, Fumio Hayashi's Econometrics succeeds as a solid first-year graduate text.
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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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, 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 . These data resources are available to many researchers at a low cost.
Raychaudhuri, Jibonayan +1 more
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Determinants of Airbnb prices in European cities: A spatial econometrics approach
Tourism Management, 2021Kristóf Gyódi, Łukasz Nawaro
exaly
What’s trending in difference-in-differences? A synthesis of the recent econometrics literature
Journal of Econometrics, 2023Pedro H. C. Sant'Anna
exaly