Results 11 to 20 of about 24,144,219 (317)
Econometric Models of Network Formation [PDF]
Annual Review of Economics, 2019 This article provides a selective review of the recent literature on econometric models of network formation. I start with a brief exposition on basic concepts and tools for the statistical description of networks; then I offer a review of dyadic models,
Áureo de Paula
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An Introductory Guide to Event Study Models
Journal of Economic Perspectives, 2023 The event study model is a powerful econometric tool used for the purpose of estimating dynamic treatment effects. One of its most appealing features is that it provides a built-in graphical summary of results, which can reveal rich patterns of behavior.
Douglas L. Miller
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Econometric Models of Fertility [PDF]
SSRN Electronic Journal, 2020 This paper reviews some key contributions to econometric analysis of human fertility in the last 20 years, with special focus on discussion of prevailing econometric modeling strategies. We focus on the literature that highlights the role of the key drivers of the birth outcomes, including age at entry into motherhood, the number of children, and the ...
Miranda, Alfonso, Trivedi, Pravin K.
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Acta Universitatis Lodziensis. Folia Oeconomica, 2018 The goal of the paper is to investigate the estimation precision of forecast error variance decomposition (FEVD) based on stable structural vector autoregressive models identified using short‑run and long‑run restrictions.
Anna Staszewska-Bystrova
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Econometric ridge regression models of risk-sensitive sunflower yield
Arquivo Brasileiro de Medicina Veterinária e Zootecnia, 2021 The article considers econometric ridge regression models of the risk-sensitive sunflower yield on the example of an export-oriented agricultural crop.
M.I. Slozhenkina +6 more
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Acta Universitatis Lodziensis. Folia Oeconomica, 2019 This paper analyses the relationship between the domestic credit to GDP ratio and economic growth in a group of 11 countries in Central and Eastern Europe.
Wojciech Grabowski +1 more
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Econometric Asset Pricing Modelling [PDF]
SSRN Electronic Journal, 2008 Econometric Asset Pricing Modelling The purpose of this paper is to propose a general econometric approach to asset pricing modelling based on three main ingredients : (i) the historical discrete-time dynamics of the factor representing the information, (ii) the Stochastic Discount Factor (SDF), and (iii) the discrete-time risk-neutral (R.N.) factor ...
H. Bertholon, A. Monfort, F. Pegoraro
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MODELING CYCLES IN ECONOMETRIC MODELS
Статистика и экономика, 2016 The paper describes the author’s algorithm for finding the cyclical components.All time series consist of 4 components,namely trend, seasonal, cyclic and residual component.
Anatoly B. Yusov, Antonina A. Kasatkina
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Inference for High-Dimensional Sparse Econometric Models [PDF]
, 2011 This article is about estimation and inference methods for high dimensional sparse (HDS) regression models in econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the regression ...
Belloni, Alexandre +2 more
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Is Health Status a Determinant of The Economic Activity? Some Evidence From Poland
Acta Universitatis Lodziensis. Folia Oeconomica, 2017 Health condition is an important area of social life. Employees in good health work more efficiently and effectively than sick ones. It is widely accepted that health is one of the elements of human capital and a factor in determining the situation of ...
Paweł Ulman +2 more
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