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Indirect inference estimation of spatial autoregressions

Bao, Yong; Liu, Xiaotian; Yang, Lihong - In: Econometrics : open access journal 8 (2020) 3/34, pp. 1-26

The ordinary least squares (OLS) estimator for spatial autoregressions may be consistent as pointed out by Lee (2002 … unified asymptotic distribution result of the properly recentered OLS estimator and proposes a new estimator that is based on … the indirect inference (II) procedure. The resulting estimator can always be used regardless of the degree of aggregate …

Persistent link: https://www.econbiz.de/10012295878

Manfred Deistler and the general-dynamic-factor-model approach to the statistical analysis of high-dimensional time series

Hallin, Marc - In: Econometrics : open access journal 10 (2022) 4, pp. 1-9

of contemporary time series and econometrics: dynamic factor models. …

Persistent link: https://www.econbiz.de/10013533262

Predicting Polish transport industry equilibrium characteristics as an inverse problem : an entropy econometrics model

Bwanakare, Second; Cierpiał-Wolan, Marek - In: Statistics in transition : an international journal of … 21 (2020) 5, pp. 179-191

proposes a simultaneous equation model based on the entropy econometrics estimator for recovering some key industrial subsector …

Persistent link: https://www.econbiz.de/10012655771

Conceptual understanding of linear regression among economics students at the university center of Tipaza, Algeria

Idris, Djouahra - In: Croatian review of economic, business and social … 8 (2022) 2, pp. 66-83

Solving problems related to econometrics requires a good knowledge of regression analysis concepts. The objective of …

Persistent link: https://www.econbiz.de/10014287694

The discovery of long-run causal order : a preliminary investigation

Hoover, Kevin D. - In: Econometrics : open access journal 8 (2020) 3/31, pp. 1-24

The relation between causal structure and cointegration and long-run weak exogeneity is explored using some ideas drawn from the literature on graphical causal modeling. It is assumed that the fundamental source of trending behavior is transmitted from exogenous (and typically latent) trending...

Persistent link: https://www.econbiz.de/10012265689

Causality in econometric modeling : from theory to structural causal modeling

Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume J. - 2020

This paper examines different approaches for assessing causality as typically followed in econometrics and proposes a …

Persistent link: https://www.econbiz.de/10012170696

Nonparametric econometric methods and applications

Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 12 (2019) 4/180, pp. 1-3

An area of very active research in econometrics over the last 30 years has been that of non- and semi …

Persistent link: https://www.econbiz.de/10012171286

Approaches and methods for causal analysis of panel data in the area of morbidity and mortality

Hoffmann, Rasmus; Doblhammer, Gabriele - In: Comparative population studies : CPoS ; open acess … 46 (2021), pp. 69-96

We aim to give an overview of the state of the art of causal analysis of demographic issues related to morbidity and mortality. We will systematically introduce strategies to identify causal mechanisms, which are inherently linked to panel data from observational surveys and population...

Persistent link: https://www.econbiz.de/10012592036

Wrapping input-output multipliers in confidence intervals

Stehrer, Robert; Rueda-Cantuche, José Manuel; Amores, … - In: Journal of economic structures : JES; the official … 13 (2024), pp. 1-22

than one country and more than 1 year, as well as panel data econometrics. …

Persistent link: https://www.econbiz.de/10015334650

Causal transmission in reduced-form models

Bazinas, Vassilios; Nielsen, Bent - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25

We propose a method to explore the causal transmission of an intervention through two endogenous variables of interest. We refer to the intervention as a catalyst variable. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables...

Persistent link: https://www.econbiz.de/10013355236