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S-values : conventional context-minimal measures of the sturdiness of regression coefficients

Leamer, Edward E. - In: Journal of econometrics 193 (2016) 1, pp. 147-161

Persistent link: https://www.econbiz.de/10011704782

S-values and Bayesian weighted all-subsets regressions

Leamer, Edward E. - In: European economic review : EER 81 (2016), pp. 15-31

Persistent link: https://www.econbiz.de/10011742039

Pooling noisy data sets

Leamer, Edward E. - In: Econometrics of short and unreliable time series, (pp. 41-60). 1995

Persistent link: https://www.econbiz.de/10001290743

Measurement errors and the convergence hypothesis

Leamer, Edward E. - In: Open-economy macroeconomics : proceedings of a …, (pp. 241-256). 1993

Persistent link: https://www.econbiz.de/10001313915

Heteroscedasticity Diagnostics Based on "Corrected" Standard Errors

Leamer, Edward E. - 1991

Weights are found for weighted least squares estimates such that a selected coefficient (a) changes by one standard deviation or (b) changes in sign. The length of the vector of weight changes is equal to the usual OLS standard error divided by the White-corrected standard errors. Thus the...

Persistent link: https://www.econbiz.de/10012475447