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Notation in econometrics : a proposal for a standard

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Author Info
Abadir, K.M.
Magnus, J.R. (Tilburg University, Center for Economic Research)

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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 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.

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Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 8.

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Date of creation: 2001
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Handle: RePEc:dgr:kubcen:20018

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C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

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  1. Danilov, D. & Magnus, J.R., 2002. "Forecast accuracy after pretesting with an application to the stock market," Discussion Paper 76, Tilburg University, Center for Economic Research. [Downloadable!]
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  2. Claudio Lupi, 2005. "Are credit constraints in Italy really more binding in the South?," Economics Bulletin, Economics Bulletin, vol. 3(35), pages 1-6. [Downloadable!]
  3. Costantini, Mauro & Lupi, Claudio & Popp, Stephan, 2007. "A Panel-CADF Test for Unit Roots," Economics & Statistics Discussion Papers esdp07039, University of Molise, Dept. SEGeS. [Downloadable!]
  4. Magnus, J.R. & Vasnev, A.L., 2004. "Local sensitivity and diagnostic tests," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
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  5. 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. [Downloadable!]
  6. Magnus, J.R. & Sinha, A.K., 2003. "On Theil's errors," Discussion Paper 18, Tilburg University, Center for Economic Research. [Downloadable!]
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  7. Steve Lawford & Michalis P. Stamatogiannis, 2004. "The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case," Public Policy Discussion Papers 04-05, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  8. Niels Waller, 2008. "Fungible Weights in Multiple Regression," Psychometrika, Springer, vol. 73(4), pages 691-703, December. [Downloadable!] (restricted)
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