Estimation of Parameters in the Presence of Model misspecification and Measurement Error
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- Swamy P. A. V. B. & Tavlas George S & Hall Stephen G. F. & Hondroyiannis George, 2010. "Estimation of Parameters in the Presence of Model Misspecification and Measurement Error," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(3), pages 1-35, May.
References listed on IDEAS
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Cited by:
- Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2012.
"Milton Friedman, the demand for money, and the ECB’s monetary policy strategy,"
Review,
Federal Reserve Bank of St. Louis, issue May, pages 153-186.
- Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2012. "Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy," Discussion Papers in Economics 12/05, Department of Economics, University of Leicester.
- P.A.V.B. Swamy & Stephen G. Hall & George S. Tavlas & I-Lok Chang & Heather D. Gibson & William H. Greene & Jatinder S. Mehta, 2016.
"A Method for Measuring Treatment Effects on the Treated without Randomization,"
Econometrics,
MDPI, Open Access Journal, vol. 4(2), pages 1-23, March.
- P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta, 2016. "A Method for Measuring Treatment Effects on the Treated without Randomization," Discussion Papers in Economics 16/02, Department of Economics, University of Leicester.
- Stephen Hall & P. Swamy & George Tavlas, 2012.
"Generalized cointegration: a new concept with an application to health expenditure and health outcomes,"
Empirical Economics,
Springer, vol. 42(2), pages 603-618, April.
- Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011. "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics 11/22, Department of Economics, University of Leicester.
- Peter Smith, 2010. "Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship," Open Economies Review, Springer, vol. 21(1), pages 105-108, February.
- Ettredge, Michael & Fuerherm, Elizabeth Emeigh & Li, Chan, 2014. "Fee pressure and audit quality," Accounting, Organizations and Society, Elsevier, vol. 39(4), pages 247-263.
- Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010. "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, vol. 21(1), pages 91-103, February.
- repec:cup:macdyn:v:21:y:2017:i:05:p:1158-1174_00 is not listed on IDEAS
- Hall, Stephen G. & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013.
"Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound,"
Journal of the Japanese and International Economies,
Elsevier, vol. 29(C), pages 1-20.
- Stephen Hall & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013. "Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound," Discussion Papers in Economics 13/10, Department of Economics, University of Leicester.
- Hall, Stephen G. & Hondroyiannis, George & Kenjegaliev, Amangeldi & Swamy, P.A.V.B. & Tavlas, George S., 2013.
"Is the relationship between prices and exchange rates homogeneous?,"
Journal of International Money and Finance,
Elsevier, vol. 37(C), pages 411-438.
- Stephen Hall & George Hondroyiannis & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013. "Is the Relationship Between Prices and Exchange Rates Homogeneous?," Discussion Papers in Economics 13/13, Department of Economics, University of Leicester.
- Hall, Stephen G. & Swamy, P. A. V. B. & Tavlas, George S., 2017.
"Time-Varying Coefficient Models: A Proposal For Selecting The Coefficient Driver Sets,"
Macroeconomic Dynamics,
Cambridge University Press, vol. 21(05), pages 1158-1174, July.
- Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas, 2014. "Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets," Discussion Papers in Economics 14/18, Department of Economics, University of Leicester.
- P. Swamy & Stephen Hall, 2012. "Measurement of causal effects," Economic Change and Restructuring, Springer, vol. 45(1), pages 3-23, February.
- Swamy, P.A.V.B. & Mehta, J.S. & Tavlas, G.S. & Hall, S.G., 2015. "Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox," Economic Modelling, Elsevier, vol. 45(C), pages 93-98.
- David, S.A. & Machado, J.A.T. & Quintino, D.D. & Balthazar, J.M., 2016. "Partial chaos suppression in a fractional order macroeconomic model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 122(C), pages 55-68.
More about this item
Keywords
Misspecified model; Correct interpretation of coefficients; Appropriate assumption; Time-varying coefficient model; Coefficient driver;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2008-08-31 (All new papers)
- NEP-ECM-2008-08-31 (Econometrics)
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