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Econometric causality
Heckman, James J. (contributor) - 2008
paper contrasts the Neyman-Rubin model of causality with the econometric approach. -- Causality ; econometrics ; Roy model …
Persistent link: https://www.econbiz.de/10003688776
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Improving the teaching of econometrics
Hendry, David F.; Mizon, Grayham E. - In: Cogent economics & finance 4 (2016) 1, pp. 1-26
We recommend a major shift in the Econometrics curriculum for both graduate and undergraduate teaching. It is essential … conducting empirical macroeconomic research. We focus on a new approach to macro-econometrics teaching, since even undergraduate … econometrics courses must include analytical methods for time series that exhibit both evolution from stochastic trends and abrupt …
Persistent link: https://www.econbiz.de/10011487537
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Improving the teaching of econometrics
Hendry, David F.; Mizon, Grayham E. - 2016
Persistent link: https://www.econbiz.de/10011451569
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Reformulating empirical macro-econometric modelling
Hendry, David F.; Mizon, Grayham E. - 2001
Persistent link: https://www.econbiz.de/10001554384
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Structural Equations, Treatment Effects and Econometric Policy Evaluation
Heckman, James J. - 2012
This paper uses the marginal treatment effect (MTE) to unify the nonparametric literature on treatment effects with the econometric literature on structural estimation using a nonparametric analog of a policy invariant parameter; to generate a variety of treatment effects from a common...
Persistent link: https://www.econbiz.de/10013099673
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Structural Equations, Treatment Effects and Econometric Policy Evaluation
Heckman, James J. - 2005
This paper uses the marginal treatment effect (MTE) to unify the nonparametric literature on treatment effects with the econometric literature on structural estimation using a nonparametric analog of a policy invariant parameter; to generate a variety of treatment effects from a common...
Persistent link: https://www.econbiz.de/10012467411
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Structural Equations, Treatment Effects and Econometric Policy Evaluation
Heckman, James J. - 2005
This paper uses the marginal treatment effect (MTE) to unify the nonparametric literature on treatment effects with the econometric literature on structural estimation using a nonparametric analog of a policy invariant parameter; to generate a variety of treatment effects from a common...
Persistent link: https://www.econbiz.de/10012467426
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Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
Heckman, James J. - 1994
This paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also demonstrate the limited value of traditional...
Persistent link: https://www.econbiz.de/10012474165
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Causality and econometrics
Heckman, James J.; Pinto, Rodrigo - 2022
This paper examines the econometric causal model for policy analysis developed by the seminal ideas of Ragnar Frisch and Trygve Haavelmo. We compare the econometric causal model with two popular causal frameworks: Neyman-Holland causal model and the do-calculus. The Neyman-Holland causal model...
Persistent link: https://www.econbiz.de/10012886838
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Exogeneity, Cointegration, and Economic Policy Analysis
Ericsson, Neil R.; Hendry, David F.; Mizon, Grayham E. - 2003
This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to...
Persistent link: https://www.econbiz.de/10014219439