A Survey of Some Recent Econometric Methods
AbstractThis survey is written mainly for the applied economist though we hope that the specialist econometrician will find something of interest too. Our aim has been to try to bring the applied worker as up to date as possible, and in the process to improve the quality of applied work, by providing access to the latest ideas in econometrics. We have tried to describe and explain in a relatively non-technical way the main developments that have taken place in the last ten years. Partly for reasons of space the survey is by no means exhaustive but it does cover a wide range of topics in both time-series and cross-section analysis. Among the subjects covered are the followoing: the nature of data (including integrated and fractionally integrated data), four estimation methods (maximum likelihood, method of moments, M-estimators and non-parametric estimation), inference (with stationary and integrated regressors), a comparison of various model evaluation principles, the formulation of models (including dynamic specification, cointegration and conditional expectations in mean and variance). Copyright 1989 by Royal Economic Society.
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Bibliographic InfoArticle provided by Royal Economic Society in its journal The Economic Journal.
Volume (Year): 99 (1989)
Issue (Month): 398 (December)
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- Joseph H. Haslag & Michael Nieswiadomy & D.J. Slottje, 1990. "Are net discount ratios stationary?: the implications for present value calculations," Research Paper 9006, Federal Reserve Bank of Dallas.
- Kopsch, Fredrik, 2011. "A demand model for domestic air travel in Sweden," Working papers in Transport Economics 2011:8, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
- Dolado, Juan José & Jenkinson, Tim & Sosvilla-Rivero, Simón, 1990.
"Cointegration and Unit Roots,"
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info:hdl:10016/3321, Universidad Carlos III de Madrid.
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- Martin D. Evans & Karen K. Lewis, 1990. "Do Stationary Risk Premia Explain It All? Evidence from the Term Struct," NBER Working Papers 3451, National Bureau of Economic Research, Inc.
- Abdullahi D. Ahmed, 2010. "Financial liberalization, financial development and growth linkages in Sub-Saharan African countries: An empirical investigation," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(4), pages 314-339, October.
- Patel, Urjit R. & Srivastava, Pradeep, 1996. "Macroeconomic policy and output comovement: The formal and informal sectors in India," World Development, Elsevier, vol. 24(12), pages 1915-1923, December.
- Jaime Vallés Giménez & Anabel Zárate Marco, . "Influyen las ayudas públicas por descendientes la fecundidad?. Un estudio para España por tramos de edad," Studies on the Spanish Economy 148, FEDEA.
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