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This is a project to develop a document for teaching graduate econometrics that is "open source", specifically, licensed as GNU GPL. That is, anyone can access the document in editable form, and can modify it, as long as they make their modifications available.
Creel, Michael+2 more
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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 ...
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The paper deals with the problem of identifying the internal dependencies and similarities among a large number of random processes. Linear models are considered to describe the relations among the time series and the energy associated to the corresponding modeling error is the criterion adopted to quantify their similarities.
G. Innocenti, D. Materassi
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R&D expenditure and its macroeconomic effects: A comparative study of Israel and South Caucasus countries [PDF]
The impact of research and development (R&D) expenditure is crucial for understanding contemporary economic development strategies. This study investigates the relationship between R&D spending as a percentage of GDP and economic growth, focusing
Mayis Gulaliyev+4 more
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Representation in Econometrics: A Historical Perspective [PDF]
Measurement forms the substance of econometrics. This chapter outlines the history of econometrics from a measurement perspective - how have measurement errors been dealt with and how, from a methodological standpoint, did econometrics evolve so as to ...
Christopher L. Gilbert, Duo Qin
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Econometric Theory Unveiled : Building Blocks for Effective Economic Analysis [PDF]
This study examines the effectiveness of econometric models in quantifying relationships between economic variables and improving forecast accuracy.
Kaouthar Souad KOUDA
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Welcome to this first issue of International Econometrics Review. We aim to make this journal unique in many different ways, and hope to fill the many gaps between real world applications and theoretical econometrics that continue to exist and widen.
Asad Zaman
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Is Job Preservation too Expensive? An Estimate of the Effects of the Covid Pandemic and the Economic Policy Response on the Labour Market [PDF]
The Covid-19 pandemic triggered a massive economic policy response in all developed countries. There were various approaches that governments adopted with a variety of possible aims and outcomes.
Karel Šafr, Jan Čadil, Tomáš Pavelka
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Interregional propagation of inflationary shocks [PDF]
Inflation;Models ...
Schaik, A.B.T.M. van
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