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Making the most out of social experiments : reducing the intrinsic uncertainty in evidence from randomized trials with an application to the national JTPA experiment

Clements, Nancy; Heckman, James J.; Smith, Jeffrey A. - 1994

Persistent link: https://www.econbiz.de/10000884776

Measures of fit for calibrated models

Watson, Mark W. - 1991

Persistent link: https://www.econbiz.de/10000816610

A simple estimator of cointegrating vectors in higher order integrated systems

Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820

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Measures of fit for calibrated models

Watson, Mark W. - In: Journal of political economy 101 (1993) 6, pp. 1011-1041

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Evidence on structural instability in macroeconomic time series relations

Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30

Persistent link: https://www.econbiz.de/10001203186

Accounting for dropouts in evaluations of social programs

Heckman, James J. - In: The review of economics and statistics 80 (1998) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001235795

The principles underlying evaluation estimators with an application to matching

Heckman, James J. - In: Annales d'économie et de statistique 91/92 (2008), pp. 9-73

Persistent link: https://www.econbiz.de/10009013183

Measures of Fit for Calibrated Models

Watson, Mark W. - 1991

This paper develops a new procedure for assessing how well a given dynamic economic model describes a set of economic time series. To answer the question, the variables in the model are augmented with just enough error so that the model can exactly mimic the second moment properties of the...

Persistent link: https://www.econbiz.de/10012475318

Measures of Fit for Calibrated Models

Watson, Mark W. - 2007

Persistent link: https://www.econbiz.de/10012776710

Measures of fit for calibrated models

Watson, Mark W. - 1991

Persistent link: https://www.econbiz.de/10013452201