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The Empirical Significance of Econometric Models

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Author Info
Mayer, Thomas (U of California, Davis)

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Abstract

This essay discusses some, but by no means all the important problems that arise in econometric testing of econometric models. Specifically, it discusses the reliability of the underlying data and their processing, the problem of relating theories and data, ceteris paribus conditions and testability, data mining and the misuse of significance test.

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File URL: http://www.econ.ucdavis.edu/working_papers/06-20.pdf
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Paper provided by University of California at Davis, Department of Economics in its series Working Papers with number 06-20.

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Date of creation: May 2006
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Handle: RePEc:ecl:ucdeco:06-20

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  1. Mayer, Thomas, 2000. "The Role of Ideology in Disagreements among Economists: A Quantitative Analysis," Working Papers 00-1, University of California at Davis, Department of Economics. [Downloadable!]
    Other versions:
  2. Jan R. Magnus & J. Durbin, 1999. "Estimation of Regression Coefficients of Interest When Other Regression Coefficients Are of No Interest," Econometrica, Econometric Society, vol. 67(3), pages 639-644, May.
  3. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May. [Downloadable!] (restricted)
  4. McAleer, Michael & Pagan, Adrian, 1985. "What Will Take the Con Out of Econometrics?," CEPR Discussion Papers 39, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  5. Roger E. Backhouse, Mary S. Morgan, 2000. "Introduction: is data mining a methodological problem?," Journal of Economic Methodology, Taylor and Francis Journals, vol. 7(2), pages 171-181, June. [Downloadable!] (restricted)
  6. Kevin D. Hoover & Mark V. Siegler, 2005. "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics 0511018, EconWPA. [Downloadable!]
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  7. Adrian R. Pagan, Michael R. Veall, 2000. "Data mining and the econometrics industry: comments on the papers of Mayer and of Hoover and Perez," Journal of Economic Methodology, Taylor and Francis Journals, vol. 7(2), pages 211-216, June. [Downloadable!] (restricted)
  8. Backhouse, R.E., 1992. "The Significance of Replication in Econometrics," Discussion Papers 92-23, Department of Economics, University of Birmingham.
  9. Leontief, Wassily, 1971. "Theoretical Assumptions and Nonobserved Facts," American Economic Review, American Economic Association, vol. 61(1), pages 1-7, March.
  10. Keuzenkamp, Hugo A & McAleer, Michael, 1995. "Simplicity, Scientific Interference and Econometric Modelling," Economic Journal, Royal Economic Society, vol. 105(428), pages 1-21, January. [Downloadable!] (restricted)
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