Search Results - subject:"econometrics"

Pre-trade transparency and return co-movements in commercial real estate markets

Füss, Roland; Ruf, Daniel - 2017 - This version: January 2017

The status of bridge principles in applied econometrics

Stigum, Bernt P. - In: Econometrics 4 (2016) 4, pp. 1-22

The paper begins with a figurative representation of the contrast between present-day and formal applied econometrics …. An explication of the status of bridge principles in applied econometrics follows. To illustrate the concepts used in the … prescriptions of formal econometrics in the tradition of Ragnar Frisch with the commands of present-day econometrics in the …

The status of bridge principles in applied econometrics

Stigum, Bernt P. - In: Econometrics : open access journal 4 (2016) 4, pp. 1-22

Recession propagation in small regional economies : spatial spillovers and endogenous clustering

Shibaev, Sergei S. - 2016

This paper develops a statistical model for measuring spatial interactions when estimating macroeconomic regimes and regime shifts. The model is applied to study the contagion and propagation of recessions in small regional economies in the United States from 1990 to 2015. The empirical analysis...

Sparse signals in the cross-section of returns

Chinco, Alexander M.; Clark-Joseph, Adam D.; Ye, Mao - 2017

Undergraduate econometrics instruction : through our classes, darkly

Angrist, Joshua David; Pischke, Jörn-Steffen - 2017

like wages or GDP growth. Applied econometrics has since evolved to prioritize the estimation of specific causal effects …

Voluntary turnover : what we measure and what it (really) means

Will, Matthias Georg - 2017

In this paper, we run regression analyses to explain voluntary turnover intentions with data from more than 5,000 employees and with about 250 explanatory variables. The findings of our multi-factor approach highlight the fact that previous empirical research might have over-estimated the impact...

The interplay between the Bayesian and frequentist approaches : a general nesting spatial panel data model

Ramírez, Andrés - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 1, pp. 92-112

Recession propagation in small regional economies: Spatial spillovers and endogenous clustering

Shibaev, Sergei S. - 2016

Exchange rate re-examined: The varying impact of import and export on exchange rate volatility

Azimi, Mohammad Naim - 2016

This paper examines the varying impact of the Import and Export on the impulsiveness nature of the Exchange Rate in four EU (European Union) economies such as Austria, Germany, France and Italy for a period of 56 years from 1960 – 2015. In achieving an accurate result for testing this...