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 Impact of an Internet-Based Computer Laboratory on Graduate Students' Learning of Econometrics

Bucevska, Vesna - 2017

With an increased use of modern ICT methodologies in teaching econometrics, additional research is needed to evaluate … their effects on students' learning of econometrics. The purpose of this paper is to empirically investigate how the … students' learning of the subject Econometrics. This paper summarizes both teachers' and students' experiences in the teaching …

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