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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
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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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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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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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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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Econometrics, 2020 Building on arguments by Joshua Angrist and Jörn-Steffen Pischke arguments for how the teaching of undergraduate econometrics could become more effective, I propose a redesign of graduate econometrics that would better serve most students and help make ...
Jeremy Arkes
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Econometric Theory, 2004 This paper considers the problems facing decision makers using econometric models in real time. It identifies the key stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many choices that researchers face in construction of automated systems and discusses some of the possible ways ...
Pesaran, M.H., Timmermann, A.
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Optimal capital adequacy ratio: An investigation of Vietnamese commercial banks using two-stage DEA
Cogent Business & Management, 2021 Over the last years the Vietnamese banking system has been struggling to restructure, reform governance, consolidate financial statements and build up merge and acquisition, in line with international standards.
Phuong Anh Nguyen +2 more
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A Review of Software for Spatial Econometrics in R
, 2021 The software for spatial econometrics available in the R system for statistical computing is reviewed. The methods are illustrated in a historical perspective, highlighting the main lines of development and employing historically relevant datasets in the
R. Bivand, G. Millo, G. Piras
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The Status of Bridge Principles in Applied Econometrics
Econometrics, 2016 The paper begins with a figurative representation of the contrast between present-day and formal applied econometrics. An explication of the status of bridge principles in applied econometrics follows.
Bernt P. Stigum
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