Results 31 to 40 of about 18,712 (234)
Inextricability of Autonomy and Confluence in Econometrics
Œconomia, 2014 This paper examines how “confluence” and “autonomy,” two key concepts introduced by Frisch around 1930, have disappeared in econometrics textbooks and why only some fragments of the two have survived mainstream econometrics.
Duo Qin
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Building a Structural Model: Parameterization and Structurality
Econometrics, 2016 A specific concept of structural model is used as a background for discussing the structurality of its parameterization. Conditions for a structural model to be also causal are examined.
Michel Mouchart, Renzo Orsi
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Overidentification tests for the exogeneity of instruments in discrete choice models
Transportation Research Part B: Methodological, 2018 Endogeneity is often present in discrete choice models, precluding the consistent estimation of the model parameters. To correct for this problem, the researcher needs to gather exogenous instrumental variables, which should be independent of the error ...
C. A. Guevara
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory [PDF]
Journal of Econometrics, 2016 We study the distribution of Durbin-Wu-Hausman (DWH) and Revankar-Hartley (RH) tests for exogeneity from a finite-sample viewpoint, under the null and alternative hypotheses.
Firmin Doko Tchatoka, Jean-Marie Dufour
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Future Business Journal, 2018 The study employed data from 1981 to 2014 to investigate the effects of oil shocks (price and revenue) on the dynamic relationship between government revenues and government expenditures in Nigeria and how it transmits effects on major macroeconomic ...
A. Adedokun
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Estimation of Structural Equation Models with an Application to the Demand for Children in Egypt. [PDF]
The Egyptian Statistical Journal, 1996 Demographic analysis has started to apply structural equation modelling to its different processes. This paper presents an application that models the demand for children.
Hassan Zaky
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Price transmission in the pangasius value chain from Vietnam to Germany
Aquaculture Reports, 2020 Evidence of market integration between farmed pangasius and wild-caught whitefish is provided in the literature, pointing towards pangasius prices being determined on the large international whitefish market.
Nguyen Tien Thong +5 more
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Dermatology Online Journal, 2008 A 55-year-old woman with melasma develops biopsy-proved exogenous ochronosis in the setting of prolonged topical hydroquinone use. A limited number of similar reports exist in the US literature and are the basis for an FDA call to review hydroquinone-based products.
Merola, Joseph F +3 more
openaire +4 more sources
Arbitrage, market definition and monitoring a time series approach [PDF]
, 2012 This article considers the application to regional price data of time series methods to test stationarity, multivariate cointegration and exogeneity.
Burke, S, Hunter, J
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Money Demand and its Keynesian and Postkeynesian Concepts – case of the Czech Republic
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2010 Money exogeneity, stable money demand and its interest rates elasticity is basic condition of central banks’ monetary policy implementation and efficiency.
Svatopluk Kapounek
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