Search Results - subject_exact:"Econometric method"

An introduction to double/debiased machine learning

Ahrens, Achim; Chernozhukov, Victor; Hansen, Christian; … - 2026

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target parameter but are not of primary interest. Nuisance...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616936

Identifying spatial regimes of economic fragility through spatially constrained clustering : evidence from Italian municipalities

Chiodin, Alessio; Manera, Matteo; Maranzano, Paolo; … - 2026

The COVID-19 pandemic generated highly heterogeneous economic effects across territories, reflecting differences in local production structures and spatial organization. This paper examines the geography of short-run economic fragility during the first wave of the pandemic by identifying...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015617953

Neighborhood effects on side-selling in contract farming : a spatial econometric approach

Aida, Takeshi; Shimamoto, Daichi; Tanaka, Kiyoyasu - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015614657

A semiparametric spatial FARIMA applied in the presence of spatial seasonality

Schulz, Dominik; Do, Thi Thu Huong; Feng, Yuanhua - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015626962

EstimateW : an R package for Bayesian estimation of weight matrices in spatial econometric panels

Krisztin, Tamás; Piribauer, Philipp - 2026

This document introduces the R library estimateW to estimate spatial weight matrices for Bayesian spatial econometric panel models. The approach focuses on spatial weights that are binary prior to row-standardization. However, unlike recent literature our approach requires no strong a priori...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628169

Economic causality in light of philosophical concepts : distinctly idiosyncratic

Hayo, Bernd - 2026 - This version: 16 May 2026

Design-based econometrics, centred on average treatment effects in the potential-outcomes framework, treats causal effects as population-level expectations under hypothetical interventions and thereby offers an expectation-based, mechanism-agnostic conception of causality. This conception is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015643182

Humans in the loop : the next frontier in the credibility revolution

Stevenson, Megan T.; Fischman, Joshua B. - 2026

Something is amiss in empirical economics. Despite the advances of the credibility revolution, published estimates tend to be inflated and overconfident. We argue that this stems from a weakness in the dominant econometric framework: treating the researcher like a calculator that mechanically...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015650670

Neural demand estimation with habit formation and rationality constraints

Grzeskiewicz, Marta - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652614

Exploring the complementarity between traditional econometric methods and machine learning : an application to adoption and disadoption of conservation practices

Du, Zhushan; Feng, Hongli; Arbuckle, J. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015633939

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Exploring the complementarity between traditional econometric methods and machine learning : an application to adoption and disadoption of conservation practices

Du, Zhushan; Feng, Hongli; Arbuckle, J. - 2025

Book / Working Paper

The third way in empirical economics research

Green, David A. - 2026

There is a third way of doing empirical work in economics that combines the benefits of the two commonly described approaches (quasi-experimental (QE) and structural). It uses an economic model to provide interpretability and help in deciding on controls and the nature and solutions to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668204

A practical guide to endogeneity correction using copulas

Qian, Yi; Koschmann, Anthony; Xie, Hui - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670274

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A Practical Guide to Endogeneity Correction Using Copulas

Qian, Yi; Koschmann, Anthony; Xie, Hui - 2024

Book / Working Paper

Modeling commuter mobility in Stockholm : a spatial panel approach using mobile phone data

Toger, Marina; Türk, Umut; Östh, John; Fischer, Manfred M. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015666995

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Modeling commuter mobility in Stockholm : a spatial panel approach using mobile phone data

Toger, Marina; Türk, Umut; Östh, John; Fischer, Manfred M. - 2025

Book / Working Paper

Costly attention and retirement

Hentall-MacCuish, Jamie - 2026

In UK data, I document the prevalence of misbeliefs regarding the State Pension eligibility age (SPA) and their predictivity for retirement. Exploiting policy variation, I estimate a lifecycle model of retirement in which, motivated by patterns in belief data, rationally inattentive households...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668125

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Costly attention and retirement

Hentall-MacCuish, Jamie - 2025

Book / Working Paper

Heterogeneous regional convergence in the European Union : club dynamics, structural breaks, and spatial spillovers

Mockevičienė, Greta; Butkus, Mindaugas - 2026

This study examines income convergence among EU NUTS-2 regions from 2000 to 2023 using a combination of Phillips-Sul (PS) club convergence methodology, β-convergence, and spatial econometric models. The results reveal that regional convergence in Europe is heterogeneous and nonlinear: four...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676333

Predicting business growth : a review of best practice econometric and machine learning approaches

Nana-Cheraa, Rita; Papazoglou, Michalis; Roper, Stephen - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015676305

Identifying macro shocks from micro evidence : a mixed autoregressive approach

Nagasaka, Naoya - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016074186

Applications of econometrics and artificial intelligence in oil price prediction : a systematic review study

Razavi, Seyyed Abdollah; Manshad, Abbas Khaksar; … - 2026

Crude oil price forecasting, one of the global economy's strategic challenges, has always been an attractive topic for researchers, policymakers, and market participants. This study aims to systematically analyze and critically review econometric and artificial intelligence approaches to oil...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015677810

Multivariate uncertainty and distributional transmission

Schröder, Maximilian - 2026

Macroeconomic policy increasingly requires assessments of risk rather than point forecasts alone. This paper develops a framework to compute impulse responses for scenario probabilities and the full predictive distribution of macroeconomic outcomes. The approach combines a regime-dependent...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016090919

Causal machine learning for macroeconomic forecasting under structural breaks and economic uncertainty

Abouzaid, Oumaima; Boussedra, Faouzi - 2026

Macroeconomic forecasting has become increasingly challenging in environments characterized by structural breaks, nonlinear dynamics, and elevated economic uncertainty. Traditional econometric forecasting models frequently experience substantial predictive deterioration during periods of...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016089807

Robust econometrics for growth-at-risk

Adrian, Tobias; Sasaki, Yuya; Wang, Yulong - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016091546

Value added to marketing research diagnoses by add-ons to p-values

Bultez, Alain; Herrmann, Jean-Luc - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015486172

Econometrics

Perron, Pierre - 2026

"This book is intended for graduate instruction in subjects like econometrics, economics, environmental science, social science and many other fields, at the Masters or PhD levels. It can be used as a textbook or as a reference guide. It covers a wide range of topics related to tools used in...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015426779

Basic theory and topics for cross-section data

Perron, Pierre - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015608126

The sources of researcher variation in economics

Huntington-Klein, Nick; Pörtner, Claus Chr. - 2025

We use a rigorous three-stage many-analysts design to assess how different researcher decisions—specifically data cleaning, research design, and the interpretation of a policy question—affect the variation in estimated treatment effects. A total of 146 research teams each completed the same...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015324303

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The sources of researcher variation in economics

Huntington-Klein, Nick; Pörtner, Claus Chr.; Acharya, … - 2025

Book / Working Paper

Green bubbles : a four-stage paradigm for detection and propagation

Vriz, Gian Luca; Grossi, Luigi - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015627561

Causal inference and data fusion in econometrics

Hünermund, Paul; Bareinboim, Elias - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015357822

Impact of discussion sessions on students' learning outcomes in an econometrics class

Dey, Ishita - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637986

Quantile VARs and macroeconomic risk forecasting

Surprenant, Stéphane - 2025 - Last updated: January 17, 2025

Recent rises in macroeconomic volatility have prompted the introduction of quantile vector autoregression (QVAR) models to forecast macroeconomic risk. This paper provides an extensive evaluation of the predictive performance of QVAR models in a pseudo-out-of-sample experiment spanning 112...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015187517

Modeling spatial regimes with smooth transitions

Mattsson, Ingrid; Lyhagen, Johan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015189541

Replicate and extend : an approach for term paper assignments in introductory econometrics

Holian, Matthew J. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637987

A Bayesian perspective on the Environmental Kuznets Curve

Górajski, Mariusz; Kacprzyk, Andrzej; Kuchta, Zbigniew - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015638274

Examiner and judge designs in economics : a practitioner's guide

Chyn, Eric; Frandsen, Brigham; Leslie, Emily C. - 2025

This article provides empirical researchers with an introduction and guide to research designs based on variation in judge and examiner tendencies to administer treatments or other interventions. We review the basic theory behind the research design, outline the assumptions under which the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190175

Econometrics of insurance with multidimensional types

Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H.; … - 2025

In this paper, we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes random damages and allows for several claims, while insurees choose from a finite number of coverages. We show that the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190336

Reevaluating tourism econometrics : insights of gravity models from small island destinations

Padrón-Ávila, Hugo - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015632126

A spatial one-sided error model to identify where unarrested criminals live

Puerta-Cuartas, Alejandro; Ramírez Hassan, Andrés - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015192390

Robust methods for anomaly detection in econometrics

2026

Robust methods for anomaly detection in econometrics explores innovations surrounding anomalous observations in modern quantitative research. It examines influential observations in complex, high-volume, and high-velocity data settings. Covering topics such as econometrics, robust methods, and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015637137

Indirect inference for the identification of star variables in macroeconomic models

Minford, Patrick; Xu, Yongdeng - 2025

Star variables, such as potential output and the neutral real interest rate, are fundamental to economic policymaking but challenging to identify due to their latent nature. Buncic, Pagan, and Robinson (2023) highlight the difficulty of identifying star variables within short macroeconomic...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015329658

Agents of digitalization : gendered employment patterns and broadband access across Asian economies

Magazzino, Cosimo; Coluccia, Benedetta; Porrini, Donatella - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015653095

Exploring the crime drop in European Union homicide rates using econometric modeling

Werve, Ilka Van de; Koopman, Siem Jan; Weerman, Frank M.; … - 2025

In this study, we employ a newly developed time series econometric approach to investigate the development in crime rates in various members states of the European Union (EU) between 1968 and 2019. We propose a panel data model with stochastically time-varying factors that also includes...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015463587

Data science for modeling managerial and socioeconomic problems : concepts, techniques, and applications

2026

This book leverages statistical analysis, data mining, and machine learning techniques to address managerial and socioeconomic problems. With the advent of modern technologies, massive amount of data, especially big data, proliferate from business transactions and users. Consequently, there is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015563762

Teaching econometrics : a tribute to R. Carter Hill

2026

Introduction -- Teaching Applied Econometrics -- Reflections on the Teaching of Bayesian Econometrics -- Teaching Financial Econometrics to Students Converting to Finance -- Teaching Panel Data Econometrics -- The Harm that Good Teachers Do and Other Stories -- Teaching Reproducibility and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015587578

From perfect to practical : partial identification methods for causal inference in strategic management research

Frake, Justin; Gibbs, Anthony; Goldfarb, Brent; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015467450

Economic dynamics and distributions : differential equations, optimal control and applications

Brito, Paulo - 2026

This textbook introduces readers to the economic dynamics of growth and distribution and presents dynamic mathematical tools essential to understanding various economic phenomena. From ordinary differential equations to partial differential equations and stochastic differential equations, it...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628368

An economic theory with a formal-econometric test of its empirical relevance

Stigum, Bernt P. - 2025

The paper contains five parts - a theory about entrepreneurial choice under uncertainty, a formal econometric structure for a test, the test, an appraisal of the test, and a description of the data generating process. Here, an entrepreneur is an individual who manages a firm that produces one...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015408215

A companion to Econometric analysis of panel data

Baltagi, Badi H. - 2026 - Second edition

This Second Edition serves as a comprehensive companion to Econometric Analysis of Panel Data by Badi H. Baltagi (2021), now in its 6th edition published by Springer. Designed to support both students and applied researchers, this companion enhances understanding of the textbook’s theoretical...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015640780

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A companion to econometric analysis of panel data

Baltagi, Badi H. - 2009

Book / Working Paper

Cryptocurrency trading : a comprehensive survey

Fang, Fan; Ventre, Carmine; Basios, Michail; Kanthan, Leslie - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015433123

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Cryptocurrency trading : a comprehensive survey

Fang, Fan; Ventre, Carmine; Basios, Michail; Kanthan, Leslie - 2022

Article

Econometrics in theory and practice : analysis of cross section, time series and panel data with STATA 18 and R

Das, Panchanan - 2026 - Second edition

Chapter 1: Introduction to Econometrics and Statistical Software -- Chapter 2: Linear Regression Model: Properties and Estimation -- Chapter 3: Linear Regression Model: Goodness of Fit and Testing of Hypothesis -- Chapter 4: Linear Regression Model: Relaxing the Classical Assumptions -- Chapter...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668481

Stock returns' co-movement: a spatial model with convex combination of connectivity matrices

Ben Abdallah, Nadia; Dabbou, Halim; Gallali, Mohamed Imen; … - 2025

This paper examines the extent of stock-returns' co-movements among firms in different countries and explores how various measures of closeness affect those co-movements by estimating a spatial autoregressive (SAR) convex combination model that merges four weight matrices-geographical distance,...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015436548

Estimator of what? : a note on teaching regressions in introductory econometrics

Goel, Deepti - 2025

The most widely used textbooks on Introductory Econometrics conflate three distinct population parameters: the population regression function (PRF), the conditional expectation function (CEF), and the causal effect. They also incorrectly suggest, and sometimes state, that the Conditional Mean...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015438519

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Estimator of what? : a note on teaching regressions in introductory econometrics

Goel, Deepti - 2025

Book / Working Paper

Non-linearity in econometric modeling, vol. 2 : empirical applications and source code

Sarit Maitra - 2026

Fundamentals of Non-Linear Dynamics -- Endogeneity in Econometric Models -- Asymmetric Pricing -- Physics Inspired Gravity Model in Economics -- Artificial Intelligence / Machine Learning for Fraud Analytics.

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644181