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On Theil's Errors
Magnus, Jan R.; Sinha, A.K. - Tilburg University, Center for Economic Research - 2003
We take a fresh look at Theil's BLUS residuals and ask why they have gone out of fashion.All our simulation experiments indicate that tests based on BLUS residuals have higher power than those based on the more popular recursive residuals, even in those cases (structural breaks) where intuition...
Persistent link: https://www.econbiz.de/10011092941
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A critique of econometrics
Yu, Bin - In: World review of political economy : journal of the … 10 (2019) 2, pp. 246-262
Persistent link: https://www.econbiz.de/10012313883
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On the reception of Haavelmo's econometric thought
Hoover, Kevin D. - 2012
Trygve Haavelmo's The Probability Approach in Econometrics (1944) has been widely regarded as the foundation document … of modern econometrics. Nevertheless, its significance has been interpreted in widely different ways. Some modern … techniques and a close reading of econometrics articles and textbooks to trace the way in which the economics profession received …
Persistent link: https://www.econbiz.de/10011708115
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Econometric Causality
Heckman, James J. - Forschungsinstitut zur Zukunft der Arbeit <Bonn> - 2008
This paper presents the econometric approach to causal modeling. It is motivated by policy problems. New causal parameters are defined and identified to address specific policy problems...
Persistent link: https://www.econbiz.de/10005860258
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Covex Exact Penality Functions, Space Dilation and Linear Programming.
Zhang, L.; Zhang, S. - SOM Research Institute, Faculteit Economie en Bedrijfskunde - 1993
Persistent link: https://www.econbiz.de/10005207544
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The austrian school and its critique of a standard mathematical approach to economics
ŘÍKOVSKÝ, Milan - In: Politická ekonomie 2001 (2001) 5
are the most relevant to an explanation of the Austrian attitude to the use of mathematics and econometrics in economics … mathematics and econometrics (dispersed knowledge, critique of the law of large numbers, continuous smooth functions etc.) and in …
Persistent link: https://www.econbiz.de/10005258081
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Student Solutions Manual for Mathematics for Economics
Hoy, Michael; Livernois, John; McKenna, Chris; Rees, Ray; … - The MIT Press
This solutions manual contains the full solutions to the odd-numbered problems in the main text.
Persistent link: https://www.econbiz.de/10010535235
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An Assessment of Estimates of Term Structure Models for the United States
Medeiros, Carlos I.; He, Ying - International Monetary Fund (IMF) - 2011
the mathematics underlying two types of term structure models, namely the Nelson-Siegel and Cox, Ingersoll and Ross family …
Persistent link: https://www.econbiz.de/10009369442
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On the Estimation of Term Structure Models and An Application to the United States
International Monetary Fund (IMF); International … - 2010
This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
Persistent link: https://www.econbiz.de/10008727797
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Algorithms and Programs for Bounded-Influence Estimates in Discrete Generalized Linear Models.
Marazzi, A.; Randriamiharisoa, A.; Van Melle, G. - Associazione Bancaria Ticinese - Centro di Studi Bancari - 1991
Persistent link: https://www.econbiz.de/10005669898