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Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach
Willasen, Y. - 1998
In the general linear errors-in-variables model the main results have been derived under the assuption that the measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is often a problematic assumption to maintain in empirical...
Persistent link: https://www.econbiz.de/10010330295
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Deriving bounds on the structural vector when the measurement errors are correlated : an elaboration of the Frisch/Reiersøl approach
Willassen, Yngwe - 1998
In the general linear errors-in-variables model the main results have been derived under the assuption that the measurement errors are uncorrelated. However, as recognized by Bekker, Kapteyn and Wansbeek (BKW) (1997) and Lach (1993) this is often a problematic assumption to maintain in empirical...
Persistent link: https://www.econbiz.de/10011519023
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COMPREHENSIVE FORECASTING AND PROJECTION MODELS IN THE ECONOMIC RESEARCH SERVICE
Boutwell, Wayne A.; Edwards, Clark; Haidacher, Richard C.; … - In: Agricultural Economics Research (1976) 2
of efforts to improve such information through comprehensive quantitative models. The various models incorporate …
Persistent link: https://www.econbiz.de/10010919387
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THE RESPONSE OF CONSUMPTION TO INCOME: A CROSS-COUNTRY INVESTIGATION.
CAMPBELL, J.Y.; MANKIW, N.G. - Harvard Institute of Economic Research (HIER), … - 1990
Persistent link: https://www.econbiz.de/10005777207
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OVER-IDENTIFICATION TESTS IN EARNINGS FUNCTIONS WITH FIXED EFFECTS.
ANGRIST, J.D.; NEWEY, W.K. - Harvard Institute of Economic Research (HIER), … - 1990
Persistent link: https://www.econbiz.de/10005777261
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Sustainable Economic Growth for India
Pandit, V. - eSocialSciences - 2008
Use of Macroeconometric models has by now assumed a measure of universality as an unavoidable aid to forecasting and … policy analysis; challenges and controversies spread over more than two decades notwithstanding.1 While such models are …
Persistent link: https://www.econbiz.de/10005487782
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Bayesian Time Series and DSGE Models, from <i>Methods for Applied Macroeconomic Research</i>
Canova, Fabio - Princeton University Press
available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate … econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an …
Persistent link: https://www.econbiz.de/10005453780
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THERE IS NO AGGREGATION BIAS: WHY MACRO LOGIT MODELS WORK
ALLENBY, G.M.; ROSSI, P.E. - Booth School of Business, University of Chicago - 1988
Persistent link: https://www.econbiz.de/10005641267
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DSGE Models, Solutions, and Approximations, from <i>Methods for Applied Macroeconomic Research</i>
Canova, Fabio - Princeton University Press
available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate … econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an …
Persistent link: https://www.econbiz.de/10005696690
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The use of econometric models for long-term policies: A critical view
Spaventa, Luigi - In: PSL Quarterly Review 66 (2013) 266, pp. 267-290
Article originally published in Banca Nazionale del Lavoro Quarterly Review, vol. 19 n. 77, June 1966, pp. 99-120.
Persistent link: https://www.econbiz.de/10010742217