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Notation in econometrics: a proposal for a standard

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  • 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. Karim M. Abadir & Gabriel Talmain & Giovanni Caggiano, 2008. "Nelson-Plosser revisited: the ACF approach," Working Paper Series 18-08, The Rimini Centre for Economic Analysis, revised Jan 2008.
  2. Claudio Lupi, 2005. "Are credit constraints in Italy really more binding in the South?," Economics Bulletin, AccessEcon, vol. 3(35), pages 1-6.
  3. 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.
  4. Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_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. Jan R. Magnus & Dmitry Danilov, 2004. "Forecast accuracy after pretesting with an application to the stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 251-274.
  7. Magnus, J.R. & Vasnev, A.L., 2004. "Local Sensitivity and Diagnostic Tests," Discussion Paper 2004-105, Tilburg University, Center for Economic Research.
  8. K Abadir & R Larsson, . "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.
  9. Karim M. Abadir, 2012. "The Square Root of a Matrix," Working Paper Series 21_12, The Rimini Centre for Economic Analysis.
  10. 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.
  11. Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
  12. 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.
  13. repec:ebl:ecbull:v:3:y:2005:i:35:p:1-6 is not listed on IDEAS
  14. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. EGSeI.
  15. 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.
  16. Niels Waller, 2008. "Fungible Weights in Multiple Regression," Psychometrika, Springer, vol. 73(4), pages 691-703, December.

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