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Constructive Data Mining : Modeling Consumers' Expenditure in Venezuela
Campos, Julia; Ericsson, Neil R. - 2003
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
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General-to-Specific Modeling : An Overview and Selected Bibliography
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 2005
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
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Constructive Data Mining : Modeling Consumers' Expenditure in Venezuela
Campos, Julia; Ericsson, Neil R. - 2001
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
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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
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A Retrospective on J. Denis Sargan and His Contributions to Econometrics
Ericsson, Neil R.; Maasoumi, Esfandiar; Mizon, Grayham E. - 2003
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
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The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations
McAleer, Michael; Nawata, Nawata, K. - Faculteit der Economische Wetenschappen, Erasmus … - 2013
__Abstract__ Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but inconsistent under the alternative, and the other being consistent under both the null and...
Persistent link: https://www.econbiz.de/10011149244
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Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
McAleer, Michael - Faculteit der Economische Wetenschappen, Erasmus … - 2014
__Abstract__ This note discusses some aspects of the paper by Hu and Tsay (2014), “Principal Volatility Component Analysis”. The key issues are considered, and are also related to existing conditional covariance and correlation models. Some caveats are given about multivariate models of...
Persistent link: https://www.econbiz.de/10011149300
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The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Nawata, Kazumitsu; McAleer, Michael - Tinbergen Instituut - 2013
This discussion paper led to a publication in <I>Economics Letters</I> (2014). Vol. 123(3), pages 291-294.<P> Hausman (1978) developed a widely-used model specification test that has passed the test of time. The test is based on two estimators, one being consistent under the null hypothesis but...</p></i>
Persistent link: https://www.econbiz.de/10011256925
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Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - Department of Economics and Finance, College of … - 2010
This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off events. The nonlinear and linear Almost Ideal Demand...
Persistent link: https://www.econbiz.de/10008621802
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Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010
This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off events. The nonlinear and linear Almost Ideal Demand...
Persistent link: https://www.econbiz.de/10008675340