Showing 1 - 10 of 446
Persistent link: https://www.econbiz.de/10003932173
Recent software developments are reviewed from the vantage point of reproducible econometric research. We argue that the emergence of new tools, particularly in the open-source community, have greatly eased the burden of documenting and archiving both empirical and simulation work in...
Persistent link: https://www.econbiz.de/10005015517
Persistent link: https://www.econbiz.de/10008275181
Recently, computational methods and software have been receiving more attention in the econometrics literature, emphasizing that they are integral components of modern econometric research. This has also promoted the development of many new econometrics software packages written in R and made...
Persistent link: https://www.econbiz.de/10008460762
Persistent link: https://www.econbiz.de/10000959826
Persistent link: https://www.econbiz.de/10000960474
Data is reanalyzed from an important series of 19th century experiments conducted by C. S. Peirce and designed to study the plausibility of the Gaussian law of errors for astronomical observations. Contrary to the findings of Peirce, but in accordance with subsequent analysis by Fréchet and...
Persistent link: https://www.econbiz.de/10003765990
Additive models for conditional quantile functions provide an attractive framework for nonparametric regression applications focused on features of the response beyond its central tendency. Total variation roughness penalities can be used to control the smoothness of the additive components much...
Persistent link: https://www.econbiz.de/10008697477
Persistent link: https://www.econbiz.de/10010490090
Persistent link: https://www.econbiz.de/10002235935