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THE ECONOMETRIC ANALYSIS OF ECONOMIC POLICY [PDF]
Oxford Bulletin of Economics and Statistics, 1996 The application of econometric analysis to the process of economic policy formulation is considered. A framework is provided by the theory of reduction, specifically reductions where key information losses would invalidate policy. Consequently, model evaluation; the role of econometric models; forecasting; exogeneity; causality; constancy and ...
Banerjee, A., Hendry, D.F., Mizon, G.E.
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causality in economics and econometrics [PDF]
SSRN Electronic Journal, 2006 An entry for the New Palgrave Dictionary of Economics. Traces the history of causality in economics and econometrics since David Hume. Examines the main modern approaches to causal inference.
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Current Debates In Economics & Econometrics
, 2017 Econometrics is a field of study that uses economics, mathematics and statistics to study economics. Econometrics is born as a scientific field after the great economic crisis of 1929. On this date, recession became depression and the classical economists of the day were inadequate for the solutions.
Şiriner, İsmail +2 more
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MONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY
Oxford Review of Economic Policy, 1985 AbstractEvaluates and replicates an improved specification of the transactions’ demand for money model, and shows that some empirical econometric equations which appear to ‘break down’ out of sample, had already ‘broken down’ but had not been rigorously tested for constancy.
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models [PDF]
, 2015 This article considers constructing confidence intervals for the date of a structural break in linear regression models. Using extensive simulations, we compare the performance of various procedures in terms of exact coverage rates and lengths of the ...
Chang, Seong Yeon, Perron, Pierre
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Informatics, Data Mining, Econometrics and Financial Economics: A Connection [PDF]
, 2015 This short communication reviews some of the literature in econometrics and financial economics that is related to informatics and data mining. We then discuss some of the research on econometrics and financial economics that could be extended to ...
Chang, C-L. (Chia-Lin) +2 more
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On the estimation of a fixed effects model with selective non-response [PDF]
Economics;Statistical Methods ...
Verbeek, M.J.C.M.
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Liquidity constraints and the Keynesian corridor [PDF]
Economics ...
Klundert, T.C.M.J. van de +1 more
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Audit assurance model and Bayesian discovery sampling [PDF]
Economics;Auditing;Sampling ...
Batenburg, P.C. van +3 more
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Hierarchical trade and downstream information [PDF]
Economics ...
Gilles, R.P. +2 more
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