Search Results

Finite Sample Exact tests for Linear,
Oliver Gossner and Karl Schlag, from University of Vienna, Department of Economics (2012)

The Zero-Information-Limit Condition and Spurious Inference,
Richard Startz and Charles Nelson, from Econometric Society (2004)
Keywords: weak identification, ARMA

A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated,
Mehmet Caner and Melinda Morrill, from University Library of Munich, Germany (2009)
Keywords: Violation of exogeneity; Instrumental variables regression: Joint test

The Contribution of Small Scale Irrigation Water Use to Households Food Security in Gorogutu District of Oromia Regional State, Ethiopia,
Abdulwafik Kelilo, Mengistu Ketema and Adem Kedir, in International Journal of Economics and Empirical Research (IJEER) (2014)
Keywords: Small-scale irrigation, Food security, Binary logit model

Unit Root Test Popularity among Economists: Sampling the Literature,
Franklin Mixon, W. Charles Sawyer and Kamal Upadhyaya, in Economia Internazionale / International Economics (2002)
Keywords: Unit root tests; time-series econometrics

What is a standard error? (And how should we compute it?),
Jeffrey Wooldridge, in Journal of Econometrics (2023)
Keywords: Standard error; Model-based approach; Design-based approach; Sampling-based approach; Clustering;

The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations,
Hannes Leeb and Benedikt M. Poetscher, from University Library of Munich, Germany (2000)
Keywords: Model selection, post-model-selection estimator, pre-test estimator, asymptotic distribution, finite-sample distribution, uniform approximation

Partial Identification in Econometrics,
Elie Tamer, in Annual Review of Economics (2010)
Keywords: non-point-identified models, sensitivity analysis, robust inference, bounds

A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice,
Martin Schellhorn, from McMaster University (2001)
Keywords: demand for health care and insurance, count models, endogenous regressors

The Cost of Job Security Regulation: Evidence from Latin American Labor Markets,
James Heckman and Carmen Pages, from National Bureau of Economic Research, Inc (2000)

Decomposition of non-linear models using simulated residuals,
François-Charles Wolff, in Economics Letters (2012)
Keywords: Blinder–Oaxaca decomposition; Non-linear models; Simulated residuals;

WTO Disciplines on Domestic Support and Market Access in Agri-Food Supply Chains,
Jean-Philippe Gervais, Bruno Larue and Harvey Lapan, from Iowa State University, Department of Economics (2009)
Keywords: domestic support; market access; agri-food trade negotiations; vertical linkages; uncertainty

Quantile Regression,
Roger Koenker and Kevin Hallock, in Journal of Economic Perspectives (2001)

When Can We Determine the Direction of Omitted Variable Bias of OLS Estimators?,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable bias; ordinary least squares

Bias of OLS Estimators due to Exclusion of Relevant Variables and Inclusion of Irrelevant Variables,
Deepankar Basu, from University of Massachusetts Amherst, Department of Economics (2018)
Keywords: omitted variable; irrelevant variables; ordinary least squares; bias

On prediction of individual sequences,
Nicolo Cesa Bianchi and Gabor Lugosi, from Department of Economics and Business, Universitat Pompeu Fabra (1998)
Keywords: Universal prediction, prediction with experts, absolute loss, empirical processes, covering numbers, finite-state machines

Unemployment in the SADC Region,
Johane Moilwa Motsatsi, from Botswana Institute for Development Policy Analysis (2019)
Keywords: Unemployment, SADC, Panel Data Analysis.

Assessing the accuracy of efficiency rankings obtained from a stochastic frontier model,
Ilya Nikolskiy and Kirill Furmanov, in Applied Econometrics (2023)
Keywords: stochastic frontier; ranking; technical efficiency

The Taylor Decomposition: A Unified Generalization of the Oaxaca Method to Nonlinear Models,
Stephen Bazen and Xavier Joutard, from Aix-Marseille School of Economics, France (2013)
Keywords: Oaxaca decomposotion,nonlinear models

A Representation Theorem for Domains with Discrete and Continuous Variables,
Charles Blackorby, Walter Bossert and David Donaldson, from Universite de Montreal, Departement de sciences economiques (2001)
Keywords: continuous and discrete variables, reesentations

A Representation Theorem for Domains with Discrete and Continuous Variables,
Charles Blackorby, Walter Bossert and David Donaldson, from Centre interuniversitaire de recherche en économie quantitative, CIREQ (2001)
Keywords: ECONOMIC MODELS ; MATHEMATICS

Bias-Aware Inference in Regularized Regression Models,
Timothy Armstrong, Michal Kolesár and Soonwoo Kwon, from Princeton University. Economics Department. (2020)
Keywords: Regularized regression

Comment on W. Norton Grubb, 'The Varied Economic Returns to Postsecondary Education: New Evidence from the Class of 1972',
Thomas Kane and Cecilia Rouse, from Princeton University, Department of Economics, Industrial Relations Section. (1994)
Keywords: returns to education, returns to community college, junior college, two-year college

Lisrel ile Yapisal Esitlik Modelleri: Tuketici Sikayetlerine Uygulanmasi,
Veysel Yilmaz, in Anadolu University Journal of Social Sciences (2004)
Keywords: Stuructural equation modeling, Latent variables, Consumer complaints.

SERV‹CE QUAL‹TY MEASUREMENTIN THE TURKISH HIGHER EDUCATION SYSTEM W‹TH SERVQUAL METHOD,
Veysel Yilmaz, Zeynep Filiz and Betul Yaprak, in Anadolu University Journal of Social Sciences (2007)
Keywords: SERVQUAL, Quality in higher education, Service quality

Central and east European social policy and European union accession - time for reflections,
Noemi Lendvai, in Financial Theory and Practice (2005)
Keywords: European Union Accession, social policy, institutionalism

Validation of SERVQUAL Model in Relation to Customer Loyalty: Evidence from FMCGs in Pakistan,
Ammar Ahmed, Faiz Muhammad Khuwaja, Ismail Bin Lebai Othman, Muhammad Asif Qureshi and Rao Akmal Ali, in Sukkur IBA Journal of Management and Business (2017)
Keywords: SERVQUAL; Service Quality; Customer Loyalty; Fast Moving Consumer Goods; PLS-SEM.

Discrete multivariate distributions,
Oleg Yu. Vorobyev, from University Library of Munich, Germany (2008)
Keywords: multivariate discrete distribution; multivariate Binomial distribution; multivariate Poisson distribution; eventology; dependence of events

A Mean Probability Event for a Set of Events,
Oleg Yu. Vorobyev and Natalia A. Lukyanova, from University Library of Munich, Germany (2013)
Keywords: eventology, probability, universal probability space, universal elementary outcome, universal event, set of universal events, mean measure set, mean probability event, mean probability terrace partition.

The Poisson random effect model for experience ratemaking: Limitations and alternative solutions,
Woojoo Lee, Jeonghwan Kim and Jae Youn Ahn, in Insurance: Mathematics and Economics (2020)
Keywords: Poisson random-effect model; Claim frequency; Dependence; Experience ratemaking; Negative binomial distribution;

Double-counting problem of the bonus–malus system,
Rosy Oh, Kyung Suk Lee, Sojung C. Park and Jae Youn Ahn, in Insurance: Mathematics and Economics (2020)
Keywords: Bonus–malus system; Ratemaking; Double counting; Optimization; Auto insurance;

Testing of a Structures Covariance Matrix for Three-Level Repeated Measures Data,
Anuradha Roy and Ricardo Leiva, from College of Business, University of Texas at San Antonio (2008)
Keywords: Kronecker product covariance structure, maximum likelihood estimates, equicorrelated partitioned matrix, three-level multivariate data.

An Extension of the Traditional Classi cation Rules: the Case of Non-Random Samples,
Anuradha Roy and Ricardo Leiva, from College of Business, University of Texas at San Antonio (2008)
Keywords: Classi cation rules; Non-random samples; Jointly equicorrelated training vectors

Threshold Effects of Institutional Quality in the Infrastructure-Growth Nexus,
Eyitayo O. Ogbaro, in Journal of Quantitative Methods (2019)
Keywords: infrastructure; institutions and growth; sub-Saharan Africa; principal components; threshold regression model; first-differenced General Method of Moments

On the ordering of credibility factors,
Jae Youn Ahn, Himchan Jeong and Yang Lu, in Insurance: Mathematics and Economics (2021)
Keywords: Dependence; Posterior ratemaking; Credibility; Auto insurance; Time series; Dynamic random effects;

Denis Sargan: some perspectives,
Peter M. Robinson, from London School of Economics and Political Science, LSE Library (2002)
Keywords: Denis Sargan; Tooke Chair of Economic Science and Statistics; asymptotic theory and large models; semiparametric econometrics.

An econometric analysis of volatility discovery,
Gustavo Fruet Dias, Fotis Papailias and Cristina Scherrer, from London School of Economics and Political Science, LSE Library (2023)
Keywords: double asymptotics; fractionally cointegrated vector autoregressive model; high-frequency data; long memory; market microstructure; price discovery; realized measures

A note on the double k-class estimator in simultaneous equations,
Kajal Lahiri and Chuanming Gao, from University Library of Munich, Germany (2002)
Keywords: Limited Information; Simultaneous Equations; Finite Sample; Mean Squared Error.

Mismeasured Variables in Econometric Analysis: Problems from the Right and Problems from the Left,
Jerry Hausman, in Journal of Economic Perspectives (2001)

A Monte Carlo study on two methods of calculating the MLEs covariance matrix in a seemingly unrelated nonlinear regression,
Mark Jensen, from University Library of Munich, Germany (1995)
Keywords: nonlinear SURE models, covariance estimates, hypothesis testing of neoclassical theory

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, in Journal of Economic Perspectives (2001)

Stima delle equazioni simultanee non-lineari: una rassegna,
Giorgio Calzolari, from University Library of Munich, Germany (1992)
Keywords: Econometric models; simultaneous equations; nonlinear models; estimation methods; survey

Conjugate Gradient methods for solving sparse Simultaneous Equations Models,
Paolo Foschi and Erricos Kontoghiorghes, from Society for Computational Economics (2002)
Keywords: Simultaneous Equations Models, 3SLS, Conjugate Gradient methods

A Model of Energy Demand in the U.S. Commercial Sector with Declining Rate Schedules,
Frank Denton, Dean Mountain and Byron Spencer, from McMaster University (2000)
Keywords: energy demand; declining rate schedules

Split Sample Instrumental Variables,
Joshua Angrist and Alan Krueger, from National Bureau of Economic Research, Inc (1995)

GMM Based Inference with Standard Stratified Samples when the Aggregate Shares are Known,
Gautam Tripathi, from University of Connecticut, Department of Economics (2009)
Keywords: Generalized method of moments, GMM, standard stratified sampling.

Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle,
Halvor Mehlum, from Oslo University, Department of Economics (2004)
Keywords: Instrument; variable; estimator

A polar confidence curve applied to Fieller’s ratios,
Halvor Mehlum, from Oslo University, Department of Economics (2017)
Keywords: Confidence curve; Fieller solution; test

Understanding Post-War Changes in U.S. Household Production: A Full-Income Demand-System Perspective,
Wallace Huffman, from Iowa State University, Department of Economics (2006)
Keywords: complete-demand system; household production; housework; price elasticities; income elasticities; post-World War II

Estimating Demand Systems when Outcomes Are Correlated Count,
Joseph Herriges, Daniel Phaneuf and Justin Tobias, from Iowa State University, Department of Economics (2008)
Keywords: recreation demand; Demand systems; counts; Bayesian analysis

A Poisson Ridge Regression Estimator,
Kristofer Månsson and Ghazi Shukur, from HUI Research (2010)
Keywords: Poisson regression; maximum likelihood; ridge regression; MSE; Monte Carlo simulations; Multicollinearity

Modified Ridge Parameters for Seemingly Unrelated Regression Model,
Zangin Zeebari, Ghazi Shukur and B. M. Golam Kibria, from HUI Research (2010)
Keywords: Multicollinearity; modified SUR ridge regression; Monte Carlo simulations; TMSE

A New Asymmetric Interaction Ridge (AIR) Regression Method,
Kristofer Månsson, Ghazi Shukur and Pär Sjölander, from HUI Research (2012)
Keywords: OLS; multicollinearity; regression analysis

Graphical Interpretations of Rank Conditions For Identification of Linear Gaussian Models,
Nikolay Arefiev, from National Research University Higher School of Economics (2016)
Keywords: graphical models, identi cation, rank condition

The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing,
R Scott Hacker and Abdulnasser Hatemi-J, from Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2010)
Keywords: Unit Roots; Deterministic Components; Model Selection

Measuring Income-Related Health Inequalities in Sweden,
Ulf-G. Gerdtham and Gun Sundberg, from Stockholm School of Economics (1996)
Keywords: Equity; distribution; inequalities; health

Combining cluster analysis with synthetic control for evaluating economic impacts of the dam breach in Mariana, Brazil,
Leonardo Biazoli, Ednilson Sebastião Ávila and Izabela Regina Cardoso Oliveira, in Empirical Economics (2024)
Keywords: Causal inference, Dynamic time warping, Sociotechnical disasters, Cluster analysis

Inference in partially identified heteroskedastic simultaneous equations models,
Helmut Lütkepohl, George Milunovich and Minxian Yang, in Journal of Econometrics (2020)
Keywords: Heteroskedasticity; Simultaneous equations models; Testing for identification; Davies’ problem;

An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models,
Garry Phillips, from University of Exeter, Department of Economics (1999)
Keywords: REGRESSION ANALYSIS ; ECONOMETRICS

Simultaneous Equation Econometrics: The Missing Example,
Dennis Epple and Bennett McCallum, in Economic Inquiry (2006)

Bayesian Model Averaging in the Instrumental Variable Regression Model*,
Gary Koop, Roberto Leon-Gonzalez and Rodney Strachan, from University of Strathclyde Business School, Department of Economics (2011)
Keywords: Bayesian, endogeneity, simultaneous equations, reversible jump Markov chain Monte Carlo.

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,
Helmut Lütkepohl, George Milunovich and Minxian Yang, from School of Economics, The University of New South Wales (2016)
Keywords: Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem

The non-parametric identification of the mixed proportional hazards competing risks model,
Jaap H. Abbring and Gerard J. van den Berg, from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (2000)
Keywords: competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells.

Inference in Partially Identified Heteroskedastic Simultaneous Equations Models,
Helmut Lütkepohl, George Milunivich and Minxian Yang, from DIW Berlin, German Institute for Economic Research (2016)
Keywords: Heteroskedasticity, simultaneous equations models, testing for identification, Davies' problem

A Semi-Parametric Bayesian Generalized Least Square Estimator,
Ruochen Wu and Melvyn Weeks, from Faculty of Economics, University of Cambridge (2020)
Keywords: Bayesian semi-parametric, generalized lease square estimator, Dirichlet process, equation system, seemingly unrelated regression, panel data, random effects model, correlated random effects model.

Exact Distribution Theory in Structural Estimation with an Identity,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2007)
Keywords: Exact distribution, Identity, IV estimation, LIML, Structural equation, Uniform asymptotic expansion

A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2005)
Keywords: Attraction, Bimodality, Concentration parameter, Identity, Inverse normal, Point of compression, Structural Equation, Weak instrumentation

Are Nearly “Exogenous Instruments” Reliable?,
Daniel Berkowitz, Mehmet Caner and Ying Fang, from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University (2013)
Keywords: Valid Instruments, Weak Identification, Inference.

Tournaments with prize-setting agents,
Kristoffer W. Eriksen, Ola Kvaløy and Trond Olsen, from Norwegian School of Economics, Department of Business and Management Science (2008)
Keywords: Rank-order tournament; prize spread; ability-difference

On the Bimodality of the Exact Distribution of the TSLS Estimator,
Giovanni Forchini, from Monash University, Department of Econometrics and Business Statistics (2005)
Keywords: Bimodality, Identification, Structural equation, Two Stage Least Squares.

On Estimating Multiple Treatment Effects with Regression,
Paul Goldsmith-Pinkham, Peter Hull and Michal Kolesár, from Princeton University. Economics Department. (2021)
Keywords: regressions, treatment effect

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,
Joshua Angrist and Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (2001)
Keywords: instrumental variables, natural experiment

Outlier Detection and Editing Procedures for Continuous Multivariate Data,
Bonnie Ghosh-Dastider and J. Schafer, from Princeton University, Woodrow Wilson School of Public and International Affairs, Office of Population Research. (2003)
Keywords: Contaminated normal; EM algorithm; outliers; posterior probability

Econometric Modeling of Healthcare Expenditure – EU-27 Panel Study,
Vãidean Viorela Ligia, Cuceu Ionuþ Constantin and Manþa ªtefan, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: total healthcare expenditure, panel data, linear regression, correlation.

The Public Healthcare Expenses in Romania – Time Series Analysis,
Lacatus Viorel-Dorin, Cuceu Ionut Constantin and Vaidean Viorela-Ligia, in Ovidius University Annals, Economic Sciences Series (2010)
Keywords: public healthcare expenses, time series data, simple regression, correlation

The Rank and Model Specification of Demand Systems: An Empirical Analysis Using United States Microdata,
C.J. Nicol, from Regina - Department of Economics (1998)
Keywords: ECONOMIC MODELS ; EVALUATION ; DEMAND

Multiple Neutral Regression,
C. Tofallis, from University of Hertfordshire - Business Schoool (2000)
Keywords: REGRESSION ANALYSIS ; ECONOMIC MODELS

Automatic Statistical Analysis of Bivariate Non-Stationary Time Series,
H. Ombao, J. Raz, R. von Sachs and B. Malow, from Catholique de Louvain - Institut de statistique (1999)
Keywords: STATISTICAL ANALYSIS ; TIME SERIES ; ECONOMETRICS

Some Monte Carlo Results for the Modified Logit Model,
Aalouze and C.M., from New South Wales - School of Economics (1998)
Keywords: ECONOMETRIC MODELS ; CONVERGENCE ; STATISTICAL ANALYSIS

Impulse-Response Analysis in Econometrics,
C. Bruneau, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1996)
Keywords: TIME SERIES;ECONOMETRICS

Test de causalite indirecte entre deux series extraites d'un modele vectoriel autoregressif stationnaire,
C. Bruneau, from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1996)
Keywords: TESTS;SERIES CHRONOLOGIQUES

The Linear and Non-displaced Estimator in Multiple Regression,
Constantin Anghelache, Vergil Voineagu, Alexandru Manole, Diana Valentina Soare and Ligia Prodan, in Romanian Statistical Review Supplement (2013)
Keywords: correlation, residual, regression, inference, parameter

General Aspects Regarding the Classical Hypotheses in Multiple Regression,
Constantin Anghelache, Gabriela Victoria Anghelache, Daniel Dumitrescu, Cristi Dumitrescu and Adina Mihaela Dinu, in Romanian Statistical Review Supplement (2013)
Keywords: matrix, regression, variable, sample, hypothesis

POSITIVE CULTURE ON STATE OWNED ENTERPRISE IN INDONESIA,
Teuku Roli Ilhamsyah Putra, in Journal of Academic Research in Economics (2017)
Keywords: positive culture, State Owned Enterprises (SOE), Indonesia Corruption Watch (ICW).

Wavelets in Time Series Analysis,
G.P. Nason and R. von Sachs, from Catholique de Louvain - Institut de statistique (1999)
Keywords: TIME SERIES ; STATISTICAL ANALYSIS ; ESTIMATION OF PARAMETERS

LAS RELACIONES DE CAUSALIDAD ENTRE EL GASTO PÚBLICO Y EL PRODUCTO EN MÉXICO: ¿EXISTE EVIDENCIA DE CAMBIO ESTRUCTURAL?,
Luis Galindo and Rolando Cordera, in Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance) (2005)
Keywords: Keynes, Wagner, Cointegración y Causalidad

Inflation Determinants in Low and High Frequencies: An Implication of Spectral Analysis to Iran,
Seyed Komail Tayebi , Khaled Mohammad Amini and Zahra Zamani , in Journal of Money and Economy (2012)
Keywords: Inflation, Spectral analysis, Low and High Frequencies

Effects of Measurement on Inferences: An Application to Money Demand and Related Variables in the United States,
A.A. Al-Sharkas and B.M. Lozi, in Applied Econometrics and International Development (2009)
Keywords: Money, Monetary Policy, VAR.

Economic Value of IrrigationWater: Evidence from a Punjab Canal,
Ijaz Hussain, Maqbool H. Sail, Zakir Hussain and Waqar Akram, in Lahore Journal of Economics (2009)
Keywords: Irrigation, value of water, residual imputation, Punjab, Pakistan.

On the Specification of the PPP Hypothesis,
Imad A. Moosa, in Economia Internazionale / International Economics (1998)