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Econometric Identification

In: An Economist’s Guide to Economic History

Author

Listed:
  • Matthias Blum

    (Queen’s University Belfast)

  • Arcangelo Dimico

    (Queen’s University Belfast)

Abstract

Econometric identification is essential to distinguish cause, effect and correlation in econometric studies. This chapter discusses some of the most common econometric techniques used in economic history today, including a series of examples, areas of application, advantages and caveats. Techniques discussed include ordinary least squares regression, time series analysis, regression discontinuity designs, placebo regressions and instrumental variable approaches.

Suggested Citation

  • Matthias Blum & Arcangelo Dimico, 2018. "Econometric Identification," Palgrave Studies in Economic History, in: Matthias Blum & Christopher L. Colvin (ed.), An Economist’s Guide to Economic History, chapter 45, pages 385-393, Palgrave Macmillan.
    • Handle: RePEc:pal:palscp:978-3-319-96568-0_45
    DOI: 10.1007/978-3-319-96568-0_45
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    More about this item

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
    • N01 - Economic History - - General - - - Development of the Discipline: Historiographical; Sources and Methods

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