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Notation in econometrics: a proposal for a standard

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Author Info

  • Karim M. Abadir

    ()
    (Departments of Mathematics and Economics, University of York, UK and CentER, Tilburg University, The Netherlands)

  • Jan R. Magnus

    ()
    (CentER, Tilburg University, The Netherlands)

Abstract

This paper proposes a standard for notation in econometrics. It presents a fully integrated and internally consistent framework for notation and abbreviations, which is as close as possible to existing common practice. The symbols used are instantly recognizable and interpretable, thus minimizing ambiguity and enhancing reading efficiency. The standard is designed in a flexible manner, thus allowing for future extensions. Copyright Royal Economic Society 2002

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Bibliographic Info

Article provided by Royal Economic Society in its journal The Econometrics Journal.

Volume (Year): 5 (2002)
Issue (Month): 1 (June)
Pages: 76-90

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Handle: RePEc:ect:emjrnl:v:5:y:2002:i:1:p:76-90

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Cited by:
  1. Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
  2. Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper Series 21_12, The Rimini Centre for Economic Analysis.
  3. Danilov, D.L. & Magnus, J.R., 2002. "Forecast Accuracy after Pretesting with an Application to the Stock Market," Discussion Paper 2002-76, Tilburg University, Center for Economic Research.
  4. Karim M. Abadir & Rolf Larsson, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Working Paper Series 24_12, The Rimini Centre for Economic Analysis.
  5. Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
  6. Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
  7. Niels Waller, 2008. "Fungible Weights in Multiple Regression," Psychometrika, Springer, vol. 73(4), pages 691-703, December.
  8. Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
  9. repec:ebl:ecbull:v:3:y:2005:i:35:p:1-6 is not listed on IDEAS
  10. Claudio Lupi, 2005. "Are credit constraints in Italy really more binding in the South?," Economics Bulletin, AccessEcon, vol. 3(35), pages 1-6.
  11. Jan R. Magnus & Andrey L. Vasnev, 2007. "Local sensitivity and diagnostic tests," Econometrics Journal, Royal Economic Society, vol. 10(1), pages 166-192, 03.
  12. Karim M. Abadir & Gabriel Talmain, 2012. "Beyond Co-Integration: Modelling Co-Movements in Macro finance," Working Paper Series 25_12, The Rimini Centre for Economic Analysis.
  13. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. EGSeI.
  14. Dahl, Christian M. & Levine, Michael, 2006. "Nonparametric estimation of volatility models with serially dependent innovations," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2007-2016, December.
  15. Arturas Juodis, 2013. "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers 13-06, Universiteit van Amsterdam, Dept. of Econometrics.
  16. Maria Elena Garcia Reyes, 2006. "Multifactor Inequality: Substitution Effects for Income Sources in Mexico," Working Papers 31, ECINEQ, Society for the Study of Economic Inequality.

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