General-to-specific Modelling Using PcGets
Title | General-to-specific Modelling Using PcGets PDF eBook |
Author | P. Dorian Owen |
Publisher | |
Pages | 22 |
Release | 2002 |
Genre | Econometric models |
ISBN |
General-to-specific Modelling Using PcGets
Title | General-to-specific Modelling Using PcGets PDF eBook |
Author | Dorian Owen |
Publisher | |
Pages | 0 |
Release | 2002 |
Genre | Econometric models |
ISBN |
General-to-specific Modelling
Title | General-to-specific Modelling PDF eBook |
Author | Julia Campos |
Publisher | |
Pages | 666 |
Release | 2005 |
Genre | Econometric models |
ISBN |
"This paper discusses the econometric methodology of general-to-specific modeling, in which the modeler simplifies an initially general model that adequately characterizes the empirical evidence within his or her theoretical framework. Central aspects of this approach include the theory of reduction, dynamic specification, model selection procedures, model selection criteria, model comparison, encompassing, computer automation, and empirical implementation. This paper thus reviews the theory of reduction, summarizes the approach of general-to-specific modeling, and discusses the econometrics of model selection, noting that general-to-specific modeling is the practical embodiment of reduction. This paper then summarizes fifty-seven articles key to the development of general-to-specific modeling"--Federal Reserve Board web site.
General-to-specific Modeling
Title | General-to-specific Modeling PDF eBook |
Author | Julia Campos |
Publisher | |
Pages | 102 |
Release | 2005 |
Genre | Econometric models |
ISBN |
Econometric Studies
Title | Econometric Studies PDF eBook |
Author | Joachim Frohn |
Publisher | LIT Verlag Münster |
Pages | 452 |
Release | 2001 |
Genre | Business & Economics |
ISBN | 9783825855994 |
The Econometrics of Macroeconomic Modelling
Title | The Econometrics of Macroeconomic Modelling PDF eBook |
Author | Gunnar Bårdsen |
Publisher | Oxford University Press, USA |
Pages | 361 |
Release | 2005 |
Genre | Business & Economics |
ISBN | 0199246491 |
This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodological and conceptual advances within time series econometrics.
A Guide to Modern Econometrics
Title | A Guide to Modern Econometrics PDF eBook |
Author | Marno Verbeek |
Publisher | John Wiley & Sons |
Pages | 523 |
Release | 2017-07-31 |
Genre | Business & Economics |
ISBN | 1119401151 |
A Guide to Modern Econometrics, 5th Edition has become established as a highly successful textbook. It serves as a guide to alternative techniques in econometrics with an emphasis on intuition and the practical implementation of these approaches. This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights. It includes new material on causal inference, the use and limitation of p-values, instrumental variables estimation and its implementation, regression discontinuity design, standardized coefficients, and the presentation of estimation results.