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Why Has Econometric Inference Been Possible?
Holcblat, Benjamin - 2016
invalid in this case. Given the success of empirical econometrics, this leads to the question: Why has econometric inference …
Persistent link: https://www.econbiz.de/10013004079
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A graphical approximation to generalization : definitions and diagrams
Martel García, Fernando; Wantchekon, Leonard - 2013
The fundamental problem of external validity is not to generalize from one experiment, so much as to experimentally test generalizable theories. That is, theories that explain the systematic variation of causal effects across contexts. Here we show how the graphical language of causal diagrams...
Persistent link: https://www.econbiz.de/10009789052
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On standard-error-decreasing complementarity : why collinearity is not the whole story
Hayo, Bernd - 2017 - This version: 09 January 2017
There is a widespread belief among economists that adding additional variables to a regression model causes higher standard errors. This note shows that, in general, this belief is unfounded and that the impact of adding variables on coefficients’ standard errors is unclear. The concept of...
Persistent link: https://www.econbiz.de/10011579555
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Historical Econometrics : Instrumental Variables and Regression Discontinuity Designs
Valencia Caicedo, Felipe - 2020
in the econometrics field — in the IV and RDD fronts. I then present a practical guide on regression diagnostics …
Persistent link: https://www.econbiz.de/10012824629
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Seasonal adjustment of weekly data
Mollins, Jeffrey; Lumb, Rachit - 2024
This paper summarizes and assesses several of the most popular methods to seasonally adjust weekly data. The industry standard approach, known as X-13ARIMA-SEATS, is suitable only for monthly or quarterly data. Given the increased availability and promise of non-traditional data at higher...
Persistent link: https://www.econbiz.de/10015115015
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Applied Econometric Analysis Using Cross Section and Panel Data
Mukherjee, Deep (ed.) - 2023
This book is a collection of 20 chapters on chosen topics from cross-section and panel data econometrics. It explores … econometrics is evolving very fast and leading textbooks are trying to cover some of the recent developments in revised editions … empirical application. Thus, an applied econometrics textbook covering these cutting-edge methods is highly warranted; a void …
Persistent link: https://www.econbiz.de/10014447334
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Principles of Econometrics : Theory and Applications
Mignon, Valérie - 2024
This textbook teaches the basics of econometrics and focuses on the acquisition of methods and skills that are … professionals and practitioners of econometrics, such as economists and researchers in companies and institutions, who will find …
Persistent link: https://www.econbiz.de/10014490528
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Simulation and estimation of hedonic models
Heckman, James J.; Matzkin, Rosa L.; Nesheim, Lars - 2003
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10001784247
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Nonlinear SUR Models with Panel Data and Additive Auto-Correlated Errors
de Porres, Carlos; Krishnakumar, Jaya - 2011
This paper is concerned with the estimation of nonlinear SUR models with additive AR(1) disturbances using panel data. We propose a transformation which eliminates auto-correlation for the whole system and yields a classical SUR-EC model. We present a general class of minimum distance estimators...
Persistent link: https://www.econbiz.de/10014174986
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On Synthetic and Composite Estimators for Small Area Estimation Under Lahiri–Midzuno Sampling Scheme
Pandey, Krishan Kumar - 2011
This paper studies performance of synthetic ratio estimator and composite estimator, which is a weighted sum of direct and synthetic ratio estimators, under Lahiri–Midzuno (L-M) sampling scheme. Both the estimators under L-M scheme are unbiased and consistent if the assumption of synthetic...
Persistent link: https://www.econbiz.de/10014180772