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Statistical Foundations of Econometric Modelling

Citations

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Cited by:

  1. Armando Sánchez-Vargas & José Manuel Márquez-Estrada & Eric Hernández-Ramírez, 2023. "Uncovering the Link Between the Theoretical and Probabilistic Models of the Global Production Function: A Copula Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(2), pages 289-315, June.
  2. van Lent, L.A.G.M., 1999. "Incomplete contracting theory in empirical accounting research," Other publications TiSEM 088f797d-9fa4-4081-98f4-1, Tilburg University, School of Economics and Management.
  3. Anya McGuirk & Aris Spanos, 2009. "Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 273-294, April.
  4. Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Research Discussion Papers 9/1995, Bank of Finland.
  5. Edoardo Lorenzetti, 2005. "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper 200502, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  6. Bogdan Negrea & Bertrand Maillet & Emmanuel Jurczenko, 2002. "Revisited Multi-moment Approximate Option," FMG Discussion Papers dp430, Financial Markets Group.
  7. Gunnar Bårdsen & Eilev S. Jansen & Ragnar Nymoen, 2002. "The Empirical (ir)Relevance of the New Keynesian Phillips Curve," Working Paper Series 2102, Department of Economics, Norwegian University of Science and Technology.
  8. Günther Rehme, 2011. "Endogenous Policy And Cross‐Country Growth Empirics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(2), pages 262-296, May.
  9. Jaime Ortiz, 1999. "The role of interest groups in agricultural policy design: Chile 1960-1988," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(2), pages 241-258.
  10. Bierens, H.J. & Broersma, L., 1991. "The relation between unemployment and interest rate : some international evidence," Serie Research Memoranda 0112, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  11. Portes, Richard & Santorum, Anita, 1987. "Money and the consumption goods market in China," Journal of Comparative Economics, Elsevier, vol. 11(3), pages 354-371, September.
  12. Bardsen, Gunnar, 1990. "Dynamic Modelling And The Demand For Narrow Money In Norway," Economic Research Papers 268479, University of Warwick - Department of Economics.
  13. Zhu, Ying, 2013. "Nonparametric density estimation based on the truncated mean," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 445-451.
  14. Erik Meijer & Jan Rouwendal, 2006. "Measuring welfare effects in models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 227-244.
  15. Keuzenkamp, Hugo A. & Magnus, Jan R., 1995. "On tests and significance in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 5-24, May.
  16. Klapper, Daniel & Herwartz, Helmut, 1998. "Forecasting performance of market share attraction models: A comparison of different models assuming that competitors' actions are forecasts," SFB 373 Discussion Papers 1998,103, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  17. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-2, Central Bank of Cyprus.
  18. Adriana Cassoni & Steven G. Allen & Gaston J. Labadie, 2004. "Unions and Employment in Uruguay," NBER Chapters, in: Law and Employment: Lessons from Latin America and the Caribbean, pages 435-496, National Bureau of Economic Research, Inc.
  19. Eric Dubois, 1991. "Le modèle de lissage de la production par les stocks est-il valide en France ?," Économie et Prévision, Programme National Persée, vol. 99(3), pages 95-111.
  20. Glaser, Markus, 2003. "Online Broker Investors: Demographic Information, Investment Strategy, Portfolio Positions, and Trading Activity," Sonderforschungsbereich 504 Publications 03-18, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  21. Francisco Estrada & Víctor Guerrero & Carlos Gay-García & Benjamín Martínez-López, 2013. "A cautionary note on automated statistical downscaling methods for climate change," Climatic Change, Springer, vol. 120(1), pages 263-276, September.
  22. Steel, M.F.J., 1989. "Weak exogeneity in misspecified sequential models," Other publications TiSEM e64b0605-a027-4d59-a784-c, Tilburg University, School of Economics and Management.
  23. Günther Rehme, 2010. "Why Run a Million Regressions? Endogenous Policy and Cross-Country Growth Empirics," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 166(4), pages 735-759, December.
  24. Hart, Robert A. & Malley, James R., 1999. "On the Cyclicality and Stability of Real Earnings," IZA Discussion Papers 45, Institute of Labor Economics (IZA).
  25. repec:zbw:bofrdp:1994_011 is not listed on IDEAS
  26. Pelloni, Gianluigi, 1996. "De Finetti, Friedman, and the methodology of positive economics," Journal of Econometrics, Elsevier, vol. 75(1), pages 33-50, November.
  27. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, vol. 12(1), pages 1-31, February.
  28. Castle, Jennifer L. & Hendry, David F., 2010. "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, vol. 158(2), pages 231-245, October.
  29. Espasa, Antoni, 1994. "Aproximaciones a la Econometría," DES - Documentos de Trabajo. Estadística y Econometría. DS 2943, Universidad Carlos III de Madrid. Departamento de Estadística.
  30. Richard Tiffin, 2006. "Bayesian Clustering of Farm Types Using the Mixtures Model," Journal of Agricultural Economics, Wiley Blackwell, vol. 57(3), pages 547-562, September.
  31. repec:zbw:bofrdp:1995_009 is not listed on IDEAS
  32. Liao, Chun-Hsiung & Lu, Chin-Shan & Tseng, Po-Hsing, 2011. "Carbon dioxide emissions and inland container transport in Taiwan," Journal of Transport Geography, Elsevier, vol. 19(4), pages 722-728.
  33. Chib, Siddhartha & Greenberg, Edward, 1995. "Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models," Journal of Econometrics, Elsevier, vol. 68(2), pages 339-360, August.
  34. Tom Engsted, 2009. "Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak," CREATES Research Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
  35. Coccia Mario & Rolfo Secondo, 2002. "Size and research performance: Analysis of the Italian National Research Council," CERIS Working Paper 200205, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  36. Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011. "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 9(2), pages 107-165.
  37. Aris Spanos, 2018. "Mis†Specification Testing In Retrospect," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 541-577, April.
  38. Schinckus, Christophe, 2015. "Positivism in finance and its implication for the diversification finance research," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 103-106.
  39. Kapteyn, Arie & Kalwij, Adriaan & Zaidi, Asghar, 2004. "The myth of worksharing," Labour Economics, Elsevier, vol. 11(3), pages 293-313, June.
  40. Drakopoulos, Stavros A. & Theodossiou, Ioannis, 1992. "A Kaldorian Approach to Greek Economic Growth: A Reply," MPRA Paper 83213, University Library of Munich, Germany.
  41. Zapata, Hector O & Rambaldi, Alicia N, 1997. "Monte Carlo Evidence on Cointegration and Causation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(2), pages 285-298, May.
  42. Islam, Saiyid S. & Mozumdar, Abon, 2007. "Financial market development and the importance of internal cash: Evidence from international data," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 641-658, March.
  43. Rodrigo Sabbatini & Andrés López & Daniel Chudnovsky & Celio Hiratuka & Mariano Francisco Laplane, 2002. "Integración regional e inversión extranjera directa: El caso del MERCOSUR," IDB Publications (Books), Inter-American Development Bank, number 7538 edited by Banco Interamericano de Desarrollo (BID), February.
  44. Klevmarken, Anders, 1989. "Modelling Labor Supply in a Dynamic Economy," Working Paper Series 247, Research Institute of Industrial Economics.
  45. McGuirk, Anya M. & Spanos, Aris, 2004. "Revisiting Error Autocorrelation Correction: Common Factor Restrictions And Granger Causality," 2004 Annual meeting, August 1-4, Denver, CO 20176, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  46. David F. Hendry, 2011. "Empirical Economic Model Discovery and Theory Evaluation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, vol. 2(46), October.
  47. Aris Spanos & Niki Papadopoulou, 2013. "A Small Macroeconometric Model for the Cyprus Economy," Working Papers 2013-02, Central Bank of Cyprus.
  48. François Coppens & Fernando Gonzáles & Gerhard Winkler, 2007. "The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations," Working Paper Research 118, National Bank of Belgium.
  49. Assenmacher-Wesche, Katrin & Beyer, Andreas, 2019. "A cointegration model of money and wealth," CFS Working Paper Series 619, Center for Financial Studies (CFS).
  50. Atems Bebonchu & Bergtold Jason, 2016. "Revisiting the statistical specification of near-multicollinearity in the logistic regression model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(2), pages 199-210, April.
  51. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Other publications TiSEM 93fe16c1-9f21-4dab-9b73-4, Tilburg University, School of Economics and Management.
  52. Armando Sanchez Vargas & José Márquez Estrada, 2015. "On the Econometric Modeling of Non-Linear Relationships: the Gumbel Regression Model," Remef - The Mexican Journal of Economics and Finance, Instituto Mexicano de Ejecutivos de Finanzas. Remef, September.
  53. Glaser, Markus & Weber, Martin, 2007. "Why inexperienced investors do not learn: They do not know their past portfolio performance," Finance Research Letters, Elsevier, vol. 4(4), pages 203-216, December.
  54. Malley, James R. & Bell, David & Foster, John, 1991. "The specification, estimation and simulation of a small global macroeconomic model," Economic Modelling, Elsevier, vol. 8(4), pages 546-559, October.
  55. GRAMMIG, Joachim & HUJER, Reinhard & SCHEIDLER, Michael, 2001. "The econometrics of airline network management," LIDAM Discussion Papers CORE 2001055, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  56. Spanos, Aris, 2010. "Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification," Journal of Econometrics, Elsevier, vol. 158(2), pages 204-220, October.
  57. Broersma, L., 1991. "The relation between unemployment and interest rate : application of an ARX approach," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  58. Markus Glaser & Martin Weber, 2005. "September 11 and Stock Return Expectations of Individual Investors," Review of Finance, Springer, vol. 9(2), pages 243-279, June.
  59. Hendry, David F. & Ericsson, Neil R., 1991. "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, vol. 35(4), pages 833-881, May.
  60. Johansson, Anders & Modén, Karl-Markus, 1997. "Investment Plan Revisions and Share Price Volatility," Working Papers 57, National Institute of Economic Research.
  61. Jeffrey Alan Edwards & Ronald Gilbert & Juan Sherwell, 2010. "Accounting for regional variance heterogeneity of growth," Applied Economics, Taylor & Francis Journals, vol. 42(28), pages 3585-3596.
  62. Herwartz, Helmut, 1997. "Performance of periodic error correction models in forecasting consumption data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 421-431, September.
  63. John Aldrich, 2006. "When are inferences too fragile to be believed?," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 161-177.
  64. Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 32(1), pages 1-36, June.
  65. Sperl, Miriam, 2008. "Quantifying the efficiency of the Xetra LOB market: Detailed recipe," CFS Working Paper Series 2008/21, Center for Financial Studies (CFS).
  66. Ikonen, Pasi, 1999. "Further Testing of The Human-Capital Augmented Solow Model," Discussion Papers 189, VATT Institute for Economic Research.
  67. Mirowski, Philip, 1995. "Three ways to think about testing in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 25-46, May.
  68. Ooms, M. & Franses, Ph.H.B.F., 1998. "A seasonal periodic long memory model for monthly river flows," Econometric Institute Research Papers EI 9842, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  69. Idris Djouahra, 2022. "Conceptual understanding of linear regression among economics students at the university center of Tipaza, Algeria," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 8(2), pages 66-83, December.
  70. Bing Xiang, 1993. "The Choice of Return†Generating Models and Cross†Sectional Dependence in Event Studies," Contemporary Accounting Research, John Wiley & Sons, vol. 9(2), pages 365-394, March.
  71. Bergtold, Jason S. & Peterson, Everett B., 2005. "Introducing Asymmetric Separability in the FAST Multistage Demand System," 2005 Annual meeting, July 24-27, Providence, RI 19497, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  72. Aris Spanos, 2022. "Frequentist Model-based Statistical Induction and the Replication Crisis," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 133-159, September.
  73. Kalyvitis, Sarantis C., 1997. "Evaluating the real effects of devaluation expectations in Greece under alternative policies," Economic Modelling, Elsevier, vol. 14(2), pages 215-236, April.
  74. Alessandro Roncaglia, 2015. "Oil and its markets," PSL Quarterly Review, Economia civile, vol. 68(273), pages 151-175.
  75. Streeter, Deborah H. & Tomek, William G., 1989. "Models of the Variability of Futures Prices: Specification and Evaluation," Staff Papers 197571, Cornell University, Department of Applied Economics and Management.
  76. David Hendry & Maozu Lu & Grayham E. Mizon, 2001. "Model Identification and Non-unique Structure," Economics Papers 2002-W10, Economics Group, Nuffield College, University of Oxford.
  77. Julio Lopez Gallardo, Roberto Valencia Arriaga, 2015. "Macroeconomic effects of high interest rate policy: Mexico’s experience," PSL Quarterly Review, Economia civile, vol. 68(274), pages 214-237.
  78. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  79. Jeffrey Edwards, 2006. "Politics, Inflation, and the Mundell-Tobin Effect," Journal of Economic Insight, Missouri Valley Economic Association, vol. 32(2), pages 9-30.
  80. Edwards, Jeffrey A. & Kasibhatla, Krishna, 2009. "Dynamic heterogeneity in cross-country growth relationships," Economic Modelling, Elsevier, vol. 26(2), pages 445-455, March.
  81. Prokop, Jacek & Baranowska-Prokop, Ewa, 2012. "The Efficiency of Foreign Borrowing: The Case of Poland," MPRA Paper 44976, University Library of Munich, Germany.
  82. Aris Spanos, 2006. "Revisiting the omitted variables argument: Substantive vs. statistical adequacy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 13(2), pages 179-218.
  83. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
  84. Alwang, Jeffrey & Stallmann, Judith I., 1992. "Supply and Demand for Married Female Labor: Rural and Urban Differences In the Southern United States," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 24(2), pages 49-62, December.
  85. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
  86. Richard Ashley, 2009. "Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 325-337, March.
  87. Schotman, Peter & van Dijk, Herman K., 1991. "A Bayesian analysis of the unit root in real exchange rates," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 195-238.
  88. Marleen Willekens & Dan Simunic, 2007. "Precision in auditing standards: effects on auditor and director liability and the supply and demand for audit services," Accounting and Business Research, Taylor & Francis Journals, vol. 37(3), pages 217-232.
  89. Mario Coccia, 2007. "Quanto e come investire in ricerca per massimizzare la crescita economica? Analisi e implicazioni di politica economica per l’Italia e l’Europa," CERIS Working Paper 200705, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  90. Iain Pardoe & Dean K. Simonton, 2008. "Applying discrete choice models to predict Academy Award winners," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(2), pages 375-394, April.
  91. Aris Spanos, 2009. "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, vol. 25, pages 165-213.
  92. Goerlich, Francisco José & Mas, Matilde, 2008. "Sobre el tamaño de las ciudades en España. Dos reflexiones y una regularidad empírica," MPRA Paper 15798, University Library of Munich, Germany, revised Jun 2008.
  93. Serafín Frache & Gabriel Katz, 2004. "Estimating a Risky Term Structure of Uruguayan Sovereign Bonds," Documentos de Trabajo (working papers) 0304, Department of Economics - dECON.
  94. Vera Lucia Fava, 2010. "Price dispersion and price indexes," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 23-36.
  95. repec:dgr:rugsom:00f25 is not listed on IDEAS
  96. Spanos, Aris, 1990. "The simultaneous-equations model revisited : Statistical adequacy and identification," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 87-105.
  97. Schotman, P. & van Dijk, H. K., 1989. "A Bayesian Analysis Of The Unit Root Hypothesis," Econometric Institute Archives 272385, Erasmus University Rotterdam.
  98. Jeffrey Edwards & Anya McGuirk, 2004. "Reply to Chang and Ram: Statistical Adequacy and the Reliability of Inference," Econ Journal Watch, Econ Journal Watch, vol. 1(2), pages 244-259, August.
  99. Takala, Kari & Virén, Matti, 1995. "Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data," Bank of Finland Research Discussion Papers 9/1995, Bank of Finland.
  100. Santos, Antonio Loureiro & Souza, André Portela, 2007. "Earnings Inequality in Brazil: Is it Permanent or Transitory?," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(2), November.
  101. Aris Spanos, 2022. "Statistical modeling and inference in the era of Data Science and Graphical Causal modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1251-1287, December.
  102. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.
  103. Hans-Joachim Voth & Dan H. Andersen, 1997. "Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807," Oxford Economic and Social History Working Papers _018, University of Oxford, Department of Economics.
  104. Lars Hansen, 2002. "Regulation of Non-Point Emissions – A Variance Based Mechanism," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 21(4), pages 303-316, April.
  105. Adriana Cassoni, 1999. "Labour demand in Uruguay before and after re-unionisation," Documentos de Trabajo (working papers) 0199, Department of Economics - dECON.
  106. Carlos Guerrero de Lizardi, 2022. "Teorías del crecimiento cara a cara (Englobamiento estadístico: hacia una especificación general)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 17(3), pages 1-24, Julio - S.
  107. Christodoulakis, Nicos M. & Kalyvitis, Sarantis C. & Lalas, Dimitrios P. & Pesmajoglou, Stylianos, 2000. "Forecasting energy consumption and energy related CO2 emissions in Greece: An evaluation of the consequences of the Community Support Framework II and natural gas penetration," Energy Economics, Elsevier, vol. 22(4), pages 395-422, August.
  108. Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
  109. Joan T. Schmit & Jia‐Hsing Yeh, 2003. "An Economic Analysis of Auto Compensation Systems: Choice Experiences From New Jersey and Pennsylvania," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 601-628, December.
  110. Glaser, Markus, 2003. "Online broker investors : demographic information, investment strategy, portfolio positions, and trading activity," Papers 03-18, Sonderforschungsbreich 504.
  111. Neil R. Ericsson, 2008. "The Fragility of Sensitivity Analysis: An Encompassing Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.
  112. Adriana Cassoni, 1999. "The wage elasticity of labour demand in the Uruguayan manufacturing sector after re-unionisation: new results," Documentos de Trabajo (working papers) 1499, Department of Economics - dECON.
  113. Spanos, Aris, 1989. "On Rereading Haavelmo: A Retrospective View of Econometric Modeling," Econometric Theory, Cambridge University Press, vol. 5(3), pages 405-429, December.
  114. Ericsson, Neil R., 1992. "Cointegration, exogeneity, and policy analysis: An overview," Journal of Policy Modeling, Elsevier, vol. 14(3), pages 251-280, June.
  115. Armando Sanchez Vargas & José Márquez Estrada, 2015. "On the Econometric Modeling of Non-Linear Relationships: the Gumbel Regression Model," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 10(2), pages 105-113, Julio-Dic.
  116. Giampiero M. Gallo & Massimiliano Marcellino, "undated". "Ex Post and Ex Ante Analysis of Provisional Data," Working Papers 141, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  117. François-Éric Racicota & David Tessierc, 2023. "On the relationship between Jorda?s IRF local projection and Dufour et al.?s robust (p,h)-autoregression multihorizon causality: a note," Working Papers 2023-001, Department of Research, Ipag Business School.
  118. Piper, Alan T., 2012. "A Happiness Test of Human Capital Theory," MPRA Paper 43496, University Library of Munich, Germany.
  119. Hsiang-Ke Chao, 2001. "Milton Friedman and the Emergence of the Permanent Income Hypothesis," Tinbergen Institute Discussion Papers 01-053/1, Tinbergen Institute.
  120. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  121. Haixiao Huang, Walter C. Labys, 2002. "Environment and trade: a review of issues and methods," International Journal of Global Environmental Issues, Inderscience Enterprises Ltd, vol. 2(1/2), pages 100-160.
  122. Richard Harmon, 1988. "The simultaneous equations model with generalized autoregressive conditional heteroskedasticity: the SEM-GRACH model," International Finance Discussion Papers 322, Board of Governors of the Federal Reserve System (U.S.).
  123. Dan H. Andersen & Hans-Joachim Voth, 1997. "Neutrality and Mediterranean Shipping Under Danish Flag, 1750-1807," Oxford University Economic and Social History Series _018, Economics Group, Nuffield College, University of Oxford.
  124. Marcel Boumans & Ariane Dupont-Kieffer, 2011. "A History of the Histories of Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 5-31, Supplemen.
  125. Broersma, L., 1991. "The relation between unemployment and interest rate : application of a seasonal Unit Root Test Procedure," Serie Research Memoranda 0068, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  126. Genaro Sucarrat, 2010. "Econometric reduction theory and philosophy," Journal of Economic Methodology, Taylor & Francis Journals, vol. 17(1), pages 53-75.
  127. Athanase Polymenis, 2017. "Asymptotic relationship between sample mean and sample variance for autoregressive processes of order 1," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 6(1), pages 1-4.
  128. William B. English & Mico Loretan, 2000. "Evaluating \"correlation breakdowns\" during periods of market volatility," International Finance Discussion Papers 658, Board of Governors of the Federal Reserve System (U.S.).
  129. McGuirk, Anya M. & Spanos, Aris, 2002. "The Linear Regression Model With Autocorrelated Errors: Just Say No To Error Autocorrelation," 2002 Annual meeting, July 28-31, Long Beach, CA 19905, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  130. Peter Rodenburg, 2005. "Models as measuring instruments: measurement of duration dependence of unemployment," Journal of Economic Methodology, Taylor & Francis Journals, vol. 12(3), pages 407-431.
  131. Fernando A. López & Román Mínguez & Jesús Mur, 2020. "ML versus IV estimates of spatial SUR models: evidence from the case of Airbnb in Madrid urban area," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 313-347, April.
  132. George Mavrotas, 2002. "Foreign aid and fiscal response: Does aid disaggregation matter?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 138(3), pages 534-559, September.
  133. Mario Coccia, 2008. "Democratization is the determinant of technological change," CERIS Working Paper 200806, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
  134. Spanos, Aris, 1995. "On theory testing in econometrics : Modeling with nonexperimental data," Journal of Econometrics, Elsevier, vol. 67(1), pages 189-226, May.
  135. Kuismanen, Mika, 1995. "Exchange rates and import prices in Finland: estimation of exchange rate pass-through," Bank of Finland Research Discussion Papers 17/1995, Bank of Finland.
  136. Mizon, Grayham E., 1995. "A simple message for autocorrelation correctors: Don't," Journal of Econometrics, Elsevier, vol. 69(1), pages 267-288, September.
  137. Aris Spanos, 2001. "Revisiting data mining: 'hunting' with or without a license," Journal of Economic Methodology, Taylor & Francis Journals, vol. 7(2), pages 231-264.
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