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Representation in econometrics: A historical perspective
Gilbert, Christopher L.; Qin, Duo - 2007
Measurement forms the substance of econometrics. This chapter outlines the history of econometrics from a measurement … perspective - how have measurement errors been dealt with and how, from a methodological standpoint, did econometrics evolve so as …
Persistent link: https://www.econbiz.de/10010289028
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Two essays on the methodology of econometrics
Gilbert, Christopher L. (contributor); Qin, Duo (contributor) - 1996
Persistent link: https://www.econbiz.de/10000622440
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Rise of Bayesian econometrics
Qin, Duo - 1993
Persistent link: https://www.econbiz.de/10000143043
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High-dimensional econometrics and regularized GMM
Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis - 2018
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to the sample size. We first present results in...
Persistent link: https://www.econbiz.de/10011865610
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Sparse models and methods for optimal instruments with an application to eminent domain
Belloni, A.; Chen, D.; Chernozhukov, Victor; Hansen, … - 2010
We develop results for the use of LASSO and Post-LASSO methods to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments, p, that apply even when p is much larger than the sample size, n. We rigorously develop asymptotic...
Persistent link: https://www.econbiz.de/10008695561
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Teaching economics as a science : the 1930 Yale lectures of Ragnar Frisch
Bjerkholt, Olav; Qin, Duo - 2010
, relating them to Frisch's later works and more important, to subsequent developments in economics and econometrics. -- History … of econometrics …
Persistent link: https://www.econbiz.de/10003960237
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Modelling of the inflation-unemployment tradeoff from the perspective of the history of econometrics
Qin, Duo - 2010
This paper examines the history of econometrics through a particular case study - modelling the tradeoff between … different concerns and the different problems that they encountered has fed back into the development of econometrics. The study … reveals that much of the interaction between econometrics and economics involved modellers taking certain tradeoffs between …
Persistent link: https://www.econbiz.de/10003933933
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Inference for high-dimensional sparse econometric models
Belloni, Alexandre; Chernozhukov, Victor; Hansen, … - 2011
econometrics. High dimensional sparse models arise in situations where many regressors (or series terms) are available and the …-dimensional econometrics ; instrumental regression ; partially linear regression ; returns-to-schooling ; growth regression …
Persistent link: https://www.econbiz.de/10009419335
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Sparse models and methods for optimal instruments with an application to eminent domain
Belloni, Alexandre; Chen, Daniel L.; Chernozhukov, Victor; … - 2011
Persistent link: https://www.econbiz.de/10009271127
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Teaching economics as a science : the 1930 Yale lectures of Ragnar Frisch
Bjerkholt, Olav; Qin, Duo - 2010
, relating them to Frisch's later works and, more important, to subsequent developments in economics and econometrics. -- History … of econometrics …
Persistent link: https://www.econbiz.de/10003990421