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La démarche économétrique : principes et difficultés illustrés à partir d'un exemple

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  • Bonnieux, François

Abstract

This article is based on a real world example from regional economics. It is a mathematical presentation of the principles of econometric theory. Its objective is to acquaint readers with a simple mathematical training. Regression is used throughout the text to demonstrate the points made. Model development is stressed early on. There is also a discussion of least squares fitting. Special emphasis is put on model evaluation : how well do the coefficient estimates conform to a priori expectations ? Are the signs and magnitude "Correct" ? Are the coefficients different from zero ? The consequence of multicollinearity and the effects of various specification errors are discussed in detail. A final section is devoted to covariance analysis and dummy variable technique.

Suggested Citation

  • Bonnieux, François, 1983. "La démarche économétrique : principes et difficultés illustrés à partir d'un exemple," Économie rurale, French Society of Rural Economics (SFER Société Française d'Economie Rurale), vol. 157.
    • Handle: RePEc:ags:ersfer:350059
    DOI: 10.22004/ag.econ.350059
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    Research Methods/Statistical Methods;

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