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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

The First Fifty Years of Modern Econometrics

Gilbert, Christopher L.; Qin, Duo - School of Economics and Finance, Queen Mary - 2005

We characterize modern econometrics in terms of the emergence a widely accepted analytical framework. A major theme … research sought to base econometrics on autonomous probabilistic models specified in terms of underlying structural parameters … expositions of what was accepted as standard econometrics in the late sixties and early seventies. Subsequently, the paradigm was …

Persistent link: https://www.econbiz.de/10005106445

Estimating economic impact using ex post econometric analysis : cautionary tales

Baumann, Robert; Matheson, Victor A. - 2011

Persistent link: https://www.econbiz.de/10010436918

Two approaches to reasoning from evidence or what econometrics can learn from biomedical research

Reiss, Julian - In: The journal of economic methodology 22 (2015) 3, pp. 373-390

Persistent link: https://www.econbiz.de/10011386636

Impacts of transportation infrastructure on single-family property values

Bujanda, Arturo; Fullerton, Thomas M. - In: Applied economics 49 (2017) 51, pp. 5183-5199

Persistent link: https://www.econbiz.de/10011845097

Empirical pricing kernels and investor preferences

Detlefsen, Kai (contributor); Härdle, Wolfgang (contributor) - 2007

This paper analyzes empirical market utility functions and pricing kernels derived from the DAX and DAX option data for three market regimes. A consistent parametric framework of stochastic volatility is used. All empirical market utility functions show a region of risk proclivity that is...

Persistent link: https://www.econbiz.de/10003633572

Life-cycle variations in the association between current and lifetime earnings : evidence for German natives and guest workers

Brenner, Jan - 2009

In many economic models a central variable of interest is lifetime or permanent income which is not observed in survey data sets and typically proxied by annual income information. To assess the quality of such approximations, we use a unique source of lifetime earnings - the German pension...

Persistent link: https://www.econbiz.de/10003824741

Firm location determinants : empirical evidence for France

Rocha, Nadia - 2008

This paper analyzes the effects of local externalities on the probability of starting a new economic activity. We use firm-level data and geographic information on French zip-codes for 1993-2002. Poisson and Negative Binomial panel data models are estimated as they naturally allow for large sets...

Persistent link: https://www.econbiz.de/10003891875

Services sectors' agglomeration and its interdependence with industrial agglomeration in the European Union

Krenz, Astrid - 2010

Services sectors' agglomeration in the European Union, its development over time, its driving factors and dynamic tendencies will be empirically investigated in this study. Locational gini coefficients are computed taking EU-KLEMS data for 14 European countries covering 22 services sectors over...

Persistent link: https://www.econbiz.de/10008666588

Industrial localization and countries' specialization in the European Union : an empirical investigation

Krenz, Astrid; Rübel, Gerhard - 2010

The aim of this study is to empirically investigate the development of Industrial Localization and Countries' Specialization Patterns in the European Union, to explain the driving forces behind and to find out dynamic tendencies. We extend existing research work by using a broader data set,...

Persistent link: https://www.econbiz.de/10008666589

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