Search Results - subject:"Error term"

SNAP enrollment cycles : new insights from heterogeneous panel models with cross-sectional dependence

Valizadeh, Pourya; Fischer, Bart L.; Bryant, Henry L. - In: American journal of agricultural economics 106 (2024) 1, pp. 354-381

Persistent link: https://www.econbiz.de/10014443411

Robust control in the presence of a colored model error term in discrete time

Tucci, Marco Paolo - 2023

Persistent link: https://www.econbiz.de/10015189190

An approach to arrive at stationarity in time series data

Basariya, M. I. Nafeesathul; Murugesan, Punniyamoorthy - In: International journal of applied management science : IJAMS 14 (2022) 3, pp. 221-245

Persistent link: https://www.econbiz.de/10014231197

Analysis of currency volatility from a macroeconomic perspective : the case of selected emerging market economies (EMEs)

Hoosain, Aadila; Joubert, Alta; Owusu-Sekyere, Emmanuel - In: International journal of monetary economics and finance … 14 (2021) 5, pp. 411-426

Persistent link: https://www.econbiz.de/10012671198

Endogeneity, time-varying coefficients, and incorrect vs. correct ways of specifying the error terms of econometric models

Swamy, P. A. V. B.; Mehta, Jatinder S.; Chang, I-Lok - In: Econometrics 5 (2017) 1, pp. 1-17

Using the net effect of all relevant regressors omitted from a model to form its error term is incorrect because the … coefficients and error term of such a model are non-unique. Non-unique coefficients cannot possess consistent estimators … represent the error term. In this case; the unique coefficient on any non-constant regressor takes the form of the sum of a bias …

Persistent link: https://www.econbiz.de/10011755362

Endogeneity, time-varying coefficients, and incorrect vs. correct ways of specifying the error terms of econometric models

Swamy, Paravastu A. V. B.; Mehta, Jatinder S.; Chang, I-Lok - In: Econometrics : open access journal 5 (2017) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011654066

A method for measuring treatment effects on the treated without randomization

Swamy, Paravastu A. V. B.; Hall, Stephen G.; Tavlas, … - In: Econometrics 4 (2016) 2, pp. 1-23

This paper contributes to the literature on the estimation of causal effects by providing an analytical formula for individual specific treatment effects and an empirical methodology that allows us to estimate these effects. We derive the formula from a general model with minimal restrictions,...

Persistent link: https://www.econbiz.de/10011755335

A method for measuring treatment effects on the treated without randomization

Swamy, Paravastu A. V. B.; Hall, Stephen G.; Tavlas, … - In: Econometrics : open access journal 4 (2016) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10011506426

A method for measuring treatment effects on the treated without randomization

Swamy, Paravastu A. V. B.; Hall, Stephen G.; Tavlas, … - 2016

Persistent link: https://www.econbiz.de/10011473511

Consistent estimator of nonparametric structural spurious regression model for high frequency data

Jeong, Minsoo - In: Economics letters 162 (2018), pp. 18-21

Persistent link: https://www.econbiz.de/10011939723