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Revisiting Haavelmo's structural econometrics : bridging the gap between theory and data
Spanos, Aris - In: The journal of economic methodology 22 (2015) 2, pp. 171-196
Persistent link: https://www.econbiz.de/10011376704
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Statistical approximation of climate models
Miftakhova, Alena; Judd, Kenneth L.; Lontzek, Thomas; … - In: Three essays in economics of climate change, (pp. 11-32). 2019
Persistent link: https://www.econbiz.de/10012173542
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics letters 127 (2015), pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
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Applying copula models to individual claim loss reserving methods
Zhao, XiaoBing; Zhou, Xian - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 290-299
Persistent link: https://www.econbiz.de/10003966588
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Akaike-type criteria and the reliability of inference : model selection versus statistical model specification
Spanos, Aris - In: Journal of econometrics 158 (2010) 2, pp. 204-220
Persistent link: https://www.econbiz.de/10008839971
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The money-inflation nexus revisited
Ringwald, Leopold; Zörner, Thomas - In: Journal of empirical finance 73 (2023), pp. 293-333
Persistent link: https://www.econbiz.de/10014477030
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Frequentist model-based statistical induction and the replication crisis
Spanos, Aris - In: Journal of quantitative economics 20 (2022), pp. 133-159
Persistent link: https://www.econbiz.de/10013441617
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Non-experimental data, hypothesis testing, and the likelihood principle : a social science perspective
Engsted, Tom; Schneider, Jesper W. - In: Foundations and trends in econometrics 13 (2024) 1, pp. 1-68
Persistent link: https://www.econbiz.de/10014517407
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Transforming structural econometrics : substantive vs. statistical premises of inference
Spanos, Aris - In: Review of political economy 28 (2016) 3, pp. 426-437
Persistent link: https://www.econbiz.de/10011526377
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Important issues in statistical testing and recommended improvements in accounting research
Dyckman, Thomas R.; Zeff, Stephen A. - In: Econometrics : open access journal 7 (2019) 2/18, pp. 1-11
Many financial decisions, such as portfolio allocation, risk management, option pricing and hedge strategies, are based on forecasts of the conditional variances, covariances and correlations of financial returns. The paper shows an empirical comparison of several methods to predict...
Persistent link: https://www.econbiz.de/10012025825