Showing 1 - 10 of 103
Hoover and Perez (1999) advocate a constructive approach to data mining. The current paper identifies four pejorative senses of data mining and shows how Hoover and Perez's approach counters each. To assess the benefits of constructive data mining, the current paper applies a data-mining...
Persistent link: https://www.econbiz.de/10014154080
of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection …This paper discusses the econometric methodology of general-to-specific modeling, in which the modeler simplifies an …, noting that general-to-specific modeling is the practical embodiment of reduction. This paper then summarizes fifty …
Persistent link: https://www.econbiz.de/10014062671
Hoover and Perez (1999) advocate a constructive approach to data mining. The current paper identifies four pejorative senses of data mining and shows how Hoover and Perez's approach counters each. To assess the benefits of constructive data mining, the current paper applies a data-mining...
Persistent link: https://www.econbiz.de/10014141839
econometrics, emphasizing the breadth of his work in both theoretical and applied econometrics. We include a complete bibliography …
Persistent link: https://www.econbiz.de/10014133092
The robustness of the LM tests for spatial error dependence of Burridge (1980) for the linear regression model and Anselin (1988) for the panel regression model are examined. While both tests are asymptotically robust against distributional misspecification, their finite sample behavior can be...
Persistent link: https://www.econbiz.de/10008725928
The standard LM tests for spatial dependence in linear and panel regressions are derived under the normality and homoskedasticity assumptions of the regression disturbances. Hence, they may not be robust against non-normality or heteroskedasticity of the disturbances. Following Born and Breitung...
Persistent link: https://www.econbiz.de/10010703151
inference for nonstationary time series; econometric methodology; strategies, concepts, and criteria for empirical modeling; the … procedures; David's textbook Dynamic Econometrics; Monte Carlo techniques (PcNaive); evaluation of these developments in … empirical and Monte Carlo econometrics …
Persistent link: https://www.econbiz.de/10014069981
A title that aims to annually publish original scholarly econometrics papers on designated topics with the intention of … econometrics throughout the empirical economic, business and social science literature. …
Persistent link: https://www.econbiz.de/10012049857
Persistent link: https://www.econbiz.de/10011922924
Persistent link: https://www.econbiz.de/10011922926