Showing 1 - 4 of 4
<title>Abstract</title> Unit-root testing strategies are unnecessarily complicated because they do not exploit prior knowledge of the growth status of the time series, they worry about unrealistic outcomes, and they double- or triple-test for unit roots. The authors provide a testing strategy that cuts through...
Persistent link: https://www.econbiz.de/10010974897
<title>Abstract</title> Econometrics is an intellectual game played by rules based on the sampling distribution concept. Most students in econometrics classes are uncomfortable because they do not know these rules and so do not understand what is going on in econometrics. This article contains some...
Persistent link: https://www.econbiz.de/10010974989
Getting a "wrong" sign in empirical work is a common phenomenon. Remarkably, econometrics textbooks provide very little information to practitioners on how this problem can arise. The author exposits a long list of ways in which a wrong sign can occur and how it might be corrected.
Persistent link: https://www.econbiz.de/10010622809
Mark H. Maier. <bold>The Data Game: Controversies in Social Science Statistics</bold>, 3rd ed. Armonk, N.Y.: M. E. Sharpe, 1999. 332 pp.
Persistent link: https://www.econbiz.de/10010975014