Notation in Econometrics: A Proposal for a Standard
AbstractThis 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 and also obeys ISO regulations.The symbols used are instantly recognizable and interpretable, thus minimizing ambiguity and enhancing reading efficiency.The standard is designed in a exible manner, thus allowing for future extensions.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2001-8.
Date of creation: 2001
Date of revision:
Contact details of provider:
Web page: http://center.uvt.nl
Other versions of this item:
- Karim M. Abadir & Jan R. Magnus, 2002. "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 76-90, June.
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
This paper has been announced in the following NEP Reports:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Abadir, Karim M. & Caggiano, Giovanni & Talmain, Gabriel, 2013.
"Nelson–Plosser revisited: The ACF approach,"
Journal of Econometrics,
Elsevier, vol. 175(1), pages 22-34.
- 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.
- Karim Abadir & Giovanni Caggiano & Gabriel Talmain, 2005. "Nelson-Plosser Revisited: the ACF Approach," Working Papers 2005_7, Business School - Economics, University of Glasgow.
- Niels Waller, 2008. "Fungible Weights in Multiple Regression," Psychometrika, Springer, vol. 73(4), pages 691-703, December.
- Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
- Danilov, D.L. & Magnus, J.R., 2002.
"Forecast Accuracy after Pretesting with an Application to the Stock Market,"
2002-76, Tilburg University, Center for Economic Research.
- 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.
- 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.
- 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.
- 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.
- Abadir Karim M. & Larsson Rolf, 2012. "Biases of Correlograms and of AR Representations of Stationary Series," Journal of Time Series Econometrics, De Gruyter, vol. 4(1), pages 1-11, May.
- K Abadir & R Larsson, . "Biases of correlograms and of AR representations of stationary series," Discussion Papers 05/21, Department of Economics, University of York.
- Eran Raviv, 2013. "Prediction Bias Correction for Dynamic Term Structure Models," Tinbergen Institute Discussion Papers 13-041/III, Tinbergen Institute.
- Claudio Lupi, 2005. "Are credit constraints in Italy really more binding in the South?," Economics Bulletin, AccessEcon, vol. 3(35), pages 1-6.
- Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. EGSeI.
- 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.
- Abadir Karim M., 2012.
"The Square Root of a Matrix,"
Journal of Time Series Econometrics,
De Gruyter, vol. 4(2), pages 1-7, November.
- 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.
- repec:ebl:ecbull:v:3:y:2005:i:35:p:1-6 is not listed on IDEAS
- Magnus, J.R. & Vasnev, A.L., 2004.
"Local Sensitivity and Diagnostic Tests,"
2004-105, Tilburg University, Center for Economic Research.
- Karim M. Abadir & Adriana Cornea, 2012. "Approximating Moments by Nonlinear Transformations," Working Paper Series 22_12, The Rimini Centre for Economic Analysis.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Richard Broekman).
If references are entirely missing, you can add them using this form.