Results 31 to 40 of about 476,123 (315)
Behavioral econometrics for psychologists [PDF]
Journal of Economic Psychology, 2007 We make the case that psychologists should make wider use of structural econometricmethods. These methods involve the development of maximum likelihood estimatesof models, where the likelihood function is tailored to the structural model.In recent years these models have been developed for a wide range of behavioralmodels of choice under uncertainty ...
Glenn W. Harrison +4 more
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Self-Organized Criticality in Economic Fluctuations: The Age of Maturity
Frontiers in Physics, 2021 Self-Organized Criticality (SOC) has been proposed as a paradigm that may rationalize the emergence of macrofinancial fluctuations. The wave of innovative thinking sparked by this proposal continues to produce interesting contributions in many areas of ...
Claudio Tebaldi
doaj +1 more source
Announcement of the 2017 Econometrics Young Researcher Award
Econometrics, 2017 With the goal of encouraging and motivating young researchers in the field of econometrics, last year the journal Econometrics accepted applications and nominations for the 2017 Young Researcher Award.[...]
Econometrics Editorial Office
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The State of Applied Econometrics - Causality and Policy Evaluation [PDF]
, 2016 In this paper we discuss recent developments in econometrics that we view as important for empirical researchers working on policy evaluation questions. We focus on three main areas, where in each case we highlight recommendations for applied work. First,
S. Athey, G. Imbens
semanticscholar +1 more source
Acknowledgement to Reviewers of Econometrics in 2016
Econometrics, 2017 The editors of Econometrics would like to express their sincere gratitude to the following reviewers for assessing manuscripts in 2016.[...]
Econometrics Editorial Office
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Complex Variance in Modern Econometrics [PDF]
Problemi Ekonomiki, 2018 One of the modern trends in economics is the use of elements of the theory of functions of complex variables. When constructing complex-valued econometric models, researchers come across the fact that in mathematical statistics the section associated ...
Svetunkov Sergey G.
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A test of non-identifying restrictions and confidence regions for partially identified parameters [PDF]
Journal of Econometrics 152-2 (2009) pp. 186-196, 2021 We propose an easily implementable test of the validity of a set of theoretical restrictions on the relationship between economic variables, which do not necessarily identify the data generating process. The restrictions can be derived from any model of interactions, allowing censoring and multiple equilibria.
arxiv +1 more source
ENOR - An Energy-Model for Norway [PDF]
Modeling, Identification and Control, 1981 The Energy model for Norway, ENOR, is a dynamic, multisectoral economic stimulation model to be used for long term energy analyses. Energy sectors and energy carriers are in principle treated in the same way as other sectors and economic commodities and ...
A. Ek, T. Kolberg, Terje Sira
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Time-Varying Volatility in Bitcoin Market and Information Flow at Minute-Level Frequency
Frontiers in Physics, 2021 In this article, we analyze the time series of minute price returns on the Bitcoin market through the statistical models of the generalized autoregressive conditional heteroscedasticity (GARCH) family.
Irena Barjašić, Nino Antulov-Fantulin
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Journal of Econometrics 177-1 (2013) pp. 109-115, 2021 We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap methodology to deal with sampling uncertainty without reference to the hypothesized economic structure.
arxiv +1 more source