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Magnus, Jan R.; Sinha, A.K. - Tilburg University, Center for Economic Research - 2003

We take a fresh look at Theil's BLUS residuals and ask why they have gone out of fashion.All our simulation experiments indicate that tests based on BLUS residuals have higher power than those based on the more popular recursive residuals, even in those cases (structural breaks) where intuition...

Persistent link: https://www.econbiz.de/10011092941

A critique of econometrics

Yu, Bin - In: World review of political economy : journal of the … 10 (2019) 2, pp. 246-262

Persistent link: https://www.econbiz.de/10012313883

On the reception of Haavelmo's econometric thought

Hoover, Kevin D. - 2012

Trygve Haavelmo's The Probability Approach in Econometrics (1944) has been widely regarded as the foundation document … of modern econometrics. Nevertheless, its significance has been interpreted in widely different ways. Some modern … techniques and a close reading of econometrics articles and textbooks to trace the way in which the economics profession received …

Persistent link: https://www.econbiz.de/10011708115

Time series modelling using TSMod 3.24

Bos, Charles S. - 2003

TSMod is an interactive program which allows the user to estimate a broad range of univariate models. This review describes the possibilities of the package, from a user's perspective and with a secondary focus on the numerical accuracy of the program.

Persistent link: https://www.econbiz.de/10011334344

Voluntary turnover : what we measure and what it (really) means

Will, Matthias Georg - 2017

In this paper, we run regression analyses to explain voluntary turnover intentions with data from more than 5,000 employees and with about 250 explanatory variables. The findings of our multi-factor approach highlight the fact that previous empirical research might have over-estimated the impact...

Persistent link: https://www.econbiz.de/10011622208

Econometric Causality

Heckman, James J. - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2008

This paper presents the econometric approach to causal modeling. It is motivated by policy problems. New causal parameters are defined and identified to address specific policy problems...

Persistent link: https://www.econbiz.de/10005860258