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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 …

Persistent link: https://www.econbiz.de/10011755345

Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc

Chang, Chia-Lin; McAleer, Michael - In: Econometrics 1 (2013) 3, pp. 217-235

econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI …

Persistent link: https://www.econbiz.de/10010711829

Finding Starting-Values for the Estimation of Vector STAR Models

Schleer, Frauke - In: Econometrics 3 (2015) 1, pp. 65-90

This paper focuses on finding starting-values for the estimation of Vector STAR models. Based on a Monte Carlo study …

Persistent link: https://www.econbiz.de/10011147134

Lasso maximum likelihood estimation of parametric models with singular information matrices

Jin, Fei; Lee, Lung-Fei - In: Econometrics 6 (2018) 1, pp. 1-24

properties. The method can implement model selection and estimation simultaneously and the estimator always has the usual Ín …

Persistent link: https://www.econbiz.de/10011995209

A new approach to model verification, falsification and selection

Buck, Andrew J.; Lady, George M. - In: Econometrics 3 (2015) 3, pp. 466-493

This paper shows that a qualitative analysis, i.e., an assessment of the consistency of a hypothesized sign pattern for structural arrays with the sign pattern of the estimated reduced form, can always provide decisive insight into a model's validity both in general and compared to other models....

Persistent link: https://www.econbiz.de/10011755289

Jump variation estimation with noisy high frequency financial data via wavelets

Zhang, Xin; Kim, Donggyu; Wang, Yazhen - In: Econometrics 4 (2016) 3, pp. 1-26

This paper develops a method to improve the estimation of jump variation using high frequency data with the existence … of market microstructure noises. Accurate estimation of jump variation is in high demand, as it is an important component … of volatility in finance for portfolio allocation, derivative pricing and risk management. The method has a two …

Persistent link: https://www.econbiz.de/10011755339

SOCIO-ECONOMIC DEVELOPMENT : MATHEMATICAL MODELS BY DR.VSRS

DR.VSR.SUBRAMANIAM - EconWPA - 2005

The current population in the World has grown beyond the Break-even level of the food supplies, water, clothing and shelter. Techno- commercial systems are also within the utility of developed nations, but beyond the infrastructure and mental orientation of the Developing and Under Developed...

Persistent link: https://www.econbiz.de/10005119190

Searching for a theory that fits the data: A personal research odyssey

Jusélius, Katarina - In: Econometrics 9 (2021) 1, pp. 1-27

This survey paper discusses the Cointegrated Vector AutoRegressive (CVAR) methodology and how it has evolved over the past 30 years. It describes major steps in the econometric development, discusses problems to be solved when confronting theory with the data, and, as a solution, proposes a...

Persistent link: https://www.econbiz.de/10012696311

Econometric application of linear programming: a model of Russian large-scale farm (the case of the Moscow Region)

Svetlov, Nikolai - EconWPA - 2001

Linear programming model and general reciprocity theorem in mathematical programming are used to ap-proach utility functions of six large-scale Russian (the Moscow Region) case farms representing different production patterns. Technological coefficients of linear programmes are defined by means...

Persistent link: https://www.econbiz.de/10005407884

Econometrics and income inequality

Biewen, Martin (ed.); Flachaire, Emmanuel (ed.) - 2018

This Special Issue is devoted to the econometric analysis of income inequality and income distributions. Given the recent surge of inequality research, this Special Issue seeks to combine both theoretical and applied contributions which advance the econometric analysis of income inequality and...

Persistent link: https://www.econbiz.de/10011954435