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Articoli di riviste sul tema "Econometric models"

Autore: Grafiati

Pubblicato: 4 giugno 2021

Ultima modifica: 25 luglio 2025

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1

Hozer, Józef, and Mariusz Doszyń. "Econometric Models of Propensities." Folia Oeconomica Stetinensia 6, no. 1 (2007): 15–25. http://dx.doi.org/10.2478/v10031-007-0008-1.

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Econometric Models of Propensities Human being is one of the most important sources of causative forces of events that assemble economical processes. Working out the effective tools that enable measurement of the impact of people on socio-economic processes is necessary in analyzing, troubleshooting and forecasting. In the article the issues of calculating propensities by means of properly specified econometrics models were presented. The definition of propensity was introduced. Questions connected with topic of propensities were presented in context of concepts promoted by Szczecin school of

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2

Silahtaroğlu, Yenilmez Oğuz. "Machine Learning Integration in Econometric Models." Next Generation Journal for The Young Researchers 8, no. 1 (2024): 77. http://dx.doi.org/10.62802/8c33p210.

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The integration of machine learning (ML) into econometric models represents a transformative advancement in the field of econometrics, enabling researchers to tackle complex, high-dimensional datasets while maintaining the interpretability and rigor of traditional econometric approaches. This research investigates the synergies between machine learning and econometrics, focusing on how ML techniques can enhance model flexibility, predictive accuracy, and causal inference in economic analysis. By leveraging methods such as regularization, ensemble learning, and deep learning, the study explores

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3

Gruszczyński, Marek. "Accounting and Econometrics: From Paweł Ciompa to Contemporary Research." Journal of Risk and Financial Management 15, no. 11 (2022): 510. http://dx.doi.org/10.3390/jrfm15110510.

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This paper examines the little-known connection between econometrics and accounting invoked by Paweł Ciompa, who first introduced the term econometrics in 1910. Since then, research in accounting and in statistical (econometric) analysis has developed in parallel. It is argued that contemporary accounting research is methodologically closer to econometrics than ever before. This paper concentrates on the accounting origins of econometrics and on the econometric methodologies currently in use in accounting research, beginning with Paweł Ciompa’s introduction of the term econometrics in accounti

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4

Domínguez, Manuel A., and Ignacio N. Lobato. "A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS." Econometric Theory 31, no. 4 (2014): 891–910. http://dx.doi.org/10.1017/s0266466614000644.

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Despite their theoretical advantages, Integrated Conditional Moment (ICM) specification tests are not commonly employed in the econometrics practice. An important reason is that the employed test statistics are nonpivotal, and so critical values are not readily available. This article proposes an omnibus test in the spirit of the ICM tests of Bierens and Ploberger (1997, Econometrica 65, 1129–1151) where the test statistic is based on the minimized value of a quadratic function of the residuals of time series econometric models. The proposed test falls under the category of overidentification

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5

de Paula, Áureo. "Econometric Models of Network Formation." Annual Review of Economics 12, no. 1 (2020): 775–99. http://dx.doi.org/10.1146/annurev-economics-093019-113859.

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This article provides a selective review of the recent literature on econometric models of network formation. I start with a brief exposition on basic concepts and tools for the statistical description of networks; then I offer a review of dyadic models, focusing on statistical models on pairs of nodes, and I describe several developments of interest to the econometrics literature. I also present a discussion of nondyadic models in which link formation might be influenced by the presence or absence of additional links, which themselves are subject to similar influences. This argument is relate

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6

Bolton, Roger. "REGIONAL ECONOMETRIC MODELS*." Journal of Regional Science 25, no. 4 (1985): 495–520. http://dx.doi.org/10.1111/j.1467-9787.1985.tb00320.x.

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7

Ditzen, Jan, and Simon Reese. "xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models." Stata Journal: Promoting communications on statistics and Stata 23, no. 2 (2023): 438–54. http://dx.doi.org/10.1177/1536867x231175305.

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In this article, we introduce a new community-contributed command, xtnumfac, for estimating the number of common factors in time-series and panel datasets using the methods of Bai and Ng (2002, Econometrica 70: 191–221), Ahn and Horenstein (2013, Econometrica 81: 1203–1227), Onatski (2010, Review of Economics and Statistics 92: 1004–1016), and Gagliardini, Ossola, and Scaillet (2019, Journal of Econometrics 212: 503–521). Common factors are usually unobserved or unobservable. In time series, they influence all predictors, while in paneldata models, they influence all cross-sectional units at d

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8

Dokumacı, Melis. "AI-Driven Econometric Models for Legal Issues." Human Computer Interaction 8, no. 1 (2024): 137. https://doi.org/10.62802/btfvze98.

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Artificial intelligence (AI) is reshaping the landscape of econometric modeling, offering innovative tools to address complex legal issues involving predictive analysis, resource allocation, and policy evaluation. This research explores the application of AI-driven econometric models to legal challenges, focusing on areas such as contract enforcement, intellectual property disputes, and regulatory compliance. By integrating machine learning with traditional econometric techniques, these models enhance the precision and adaptability of legal forecasts and decision-making processes. Key methodol

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9

Maziarz, Mariusz. "‘Emerging contrary result’ phenomenon and scientific realism." Panoeconomicus, no. 00 (2020): 24. http://dx.doi.org/10.2298/pan171218024m.

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The article is aimed at reconsidering the question if the project of econometrics can be read in line with scientific realism. Previously, the methodological literature focused on the philosophy of econometrics, voices criticizing realist interpretations of econometrics were raised. The criticism was aimed at showing that econometric models lack robustness. The use of slightly different methods leads to obtaining different and often contrary models what supposedly undermine the project of econometrics. In this article, I aim at offering a new argument in defence of the current practice of the

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10

Garcia d'Acuña, Eduardo. "Econometric models for planning." CEPAL Review 1990, no. 41 (1990): 193–98. http://dx.doi.org/10.18356/75fb3d71-en.

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11

Phillips, P. C. B. "Partially Identified Econometric Models." Econometric Theory 5, no. 2 (1989): 181–240. http://dx.doi.org/10.1017/s0266466600012408.

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This paper studies a class of models where full identification is not necessarily assumed. We term such models partially identified. It is argued that partially identified systems are of practical importance since empirical investigators frequently proceed under conditions that are best described as apparent identification. One objective of the paper is to explore the properties of conventional statistical procedures in the context of identification failure. Our analysis concentrates on two major types of partially identified model: the classic simultaneous equations model under rank condition

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12

Cho, Jin Seo, and Halbert White. "DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS." Econometric Theory 34, no. 5 (2017): 1101–31. http://dx.doi.org/10.1017/s0266466617000354.

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The current article examines the limit distribution of the quasi-maximum likelihood estimator obtained from a directionally differentiable quasi-likelihood function and represents its limit distribution as a functional of a Gaussian stochastic process indexed by direction. In this way, the standard analysis that assumes a differentiable quasi-likelihood function is treated as a special case of our analysis. We also examine and redefine the standard quasi-likelihood ratio, Wald, and Lagrange multiplier test statistics so that their null limit behaviors are regular under our model framework.

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13

Ray, W. D. "Statistics and econometric models." International Journal of Forecasting 12, no. 4 (1996): 561–62. http://dx.doi.org/10.1016/s0169-2070(97)83048-8.

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14

Labys, Walter C. "4.1. Econometric supply models." Energy 15, no. 7-8 (1990): 545–47. http://dx.doi.org/10.1016/0360-5442(90)90003-k.

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15

van Els, P. J. A. "Econometric versus quasiempirical models." Economic Modelling 7, no. 2 (1990): 133–47. http://dx.doi.org/10.1016/0264-9993(90)90016-w.

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16

Martins, Luís Oscar Silva, Roberto Antônio Fortuna Carneiro, Fábio Matos Fernandes, Marcelo Santana Silva, Francisco Gaudêncio Mendonça Freires, and Ednildo Andrade Torres. "use of econometric models in studies of Eletricity Generation from biomass." Brazilian Journal of Information Science 14, no. 1 Jan.-Mar (2020): 130–72. http://dx.doi.org/10.36311/1981-1640.2020.v14n1.07.p130.

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The present research investigated the utilization of econometric models in studies related to the generation of electricity from biomass, through a bibliometric analysis. The general objective of the study was to analyze the publications, from 1987 to 2018, that explored the potential of econometric models involving biomass for electricity generation. Additionally, it was intended to investigate the most cited articles and authors, seeking to verify the most relevant themes and the main econometric techniques used in the analyses; verify the countries most engaged in these researches, drawing

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17

Sun, Yiguo, Zongwu Cai, and Qi Li. "SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES." Econometric Theory 29, no. 3 (2013): 659–72. http://dx.doi.org/10.1017/s0266466612000710.

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AbstractCai, Li, and Park (Journal of Econometrics, 2009) and Xiao (Journal of Econometrics, 2009) developed asymptotic theories for estimators of semiparametric varying coefficient models when regressors are integrated processes but the smooth coefficients are functionals of stationary processes. Using a recent result from Phillips (Econometric Theory, 2009), we extend this line of research by allowing for both the regressors and the covariates entering the smooth functionals to be integrated variables. We derive the asymptotic distribution for the proposed semiparametric estimator. An empiri

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18

Spirtes, Peter. "Graphical models, causal inference, and econometric models." Journal of Economic Methodology 12, no. 1 (2005): 3–34. http://dx.doi.org/10.1080/1350178042000330887.

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19

Rodríguez-Póo, Juan M., Stefan Sperlich, and Philippe Vieu. "SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC." Econometric Theory 31, no. 6 (2014): 1281–309. http://dx.doi.org/10.1017/s0266466614000504.

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This paper discusses the problem of testing misspecifications in semiparametric regression models for a large family of econometric models under rather general conditions. We focus on two main issues that typically arise in econometrics. First, many econometric models are estimated through maximum likelihood or pseudo-ML methods like, for example, limited dependent variable or gravity models. Second, often one might not want to fully specify the null hypothesis. Instead, one would rather impose some structure like separability or monotonicity. In order to address these points we introduce an a

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20

Chen, Wenhui. "Discussion on Collaborative Teaching of Econometrics in the Field of Environmental Economics." Journal of Contemporary Educational Research 7, no. 11 (2023): 154–59. http://dx.doi.org/10.26689/jcer.v7i11.5590.

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To capitalize on the synergies between the Econometrics course and the Environmental Economics major, this paper aims to enhance students’ability to conduct empirical analysis and practical application using econometric models. It also seeks to promote collaborative teaching through case studies and model research. The primary focus is on the hot research issues within the field of environmental economics, utilizing the econometric model as a vehicle for instruction. To achieve this, the paper proposes the development of a comprehensive case library specific to environmental economics. This re

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21

Mellado, V., and F. Giménez. "ECONOMETRIC MODELS FOR PALM APPRAISAL." Acta Horticulturae, no. 486 (March 1999): 241–46. http://dx.doi.org/10.17660/actahortic.1999.486.36.

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22

Farebrother, R. W., Edwin Kuh, John W. Neese, and Peter Hollinger. "Structural Sensitivity in Econometric Models." Statistician 35, no. 3 (1986): 404. http://dx.doi.org/10.2307/2987771.

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23

Asafu-Adjaye, John, Edwin Kuh, John W. Neese, and Peter Hollinger. "Structural Sensitivity in Econometric Models." Journal of the Operational Research Society 37, no. 4 (1986): 440. http://dx.doi.org/10.2307/2582577.

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24

Yusov, Anatoly B., and Antonina A. Kasatkina. "MODELING CYCLES IN ECONOMETRIC MODELS." Statistics and Economics, no. 1 (January 1, 2015): 176–78. http://dx.doi.org/10.21686/2500-3925-2015-1-176-178.

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25

Pánková, Václava. "Econometric Models with Panel Data." Acta Oeconomica Pragensia 15, no. 1 (2007): 79–85. http://dx.doi.org/10.18267/j.aop.41.

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26

Pagan, Adrian, E. Kuh, J. W. Neese, and P. Hollinger. "Structural Sensitivity in Econometric Models." Journal of Business & Economic Statistics 5, no. 4 (1987): 549. http://dx.doi.org/10.2307/1392007.

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27

Asafu-Adjaye, John. "Structural Sensitivity in Econometric Models." Journal of the Operational Research Society 37, no. 4 (1986): 440. http://dx.doi.org/10.1057/jors.1986.77.

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28

Milani, Fabio, and Dale J. Poirier. "Econometric Issues in DSGE Models." Econometric Reviews 26, no. 2-4 (2007): 201–4. http://dx.doi.org/10.1080/07474930701220204.

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29

Henry, S. G. B. "Structural sensitivity in econometric models." International Journal of Forecasting 3, no. 2 (1987): 343–44. http://dx.doi.org/10.1016/0169-2070(87)90022-7.

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30

Hallam, David. "Econometric models and agricultural policy." Agricultural Administration and Extension 25, no. 1 (1987): 49–62. http://dx.doi.org/10.1016/0269-7475(87)90057-2.

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31

Green, R. Jeffery, Edwin Kuh, John W. Neese, and Peter Hollinger. "Structural Sensitivity in Econometric Models." Journal of the American Statistical Association 81, no. 396 (1986): 1124. http://dx.doi.org/10.2307/2289106.

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32

Wittink, Dick R. "Econometric Models for Marketing Decisions." Journal of Marketing Research 42, no. 1 (2005): 1–3. http://dx.doi.org/10.1509/jmkr.42.1.1.56893.

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33

Cepeda-Cuervo, Edilberto, B. Piedad Urdinola, and Diana Rodríguez. "Double Generalized Spatial Econometric Models." Communications in Statistics - Simulation and Computation 41, no. 5 (2012): 671–85. http://dx.doi.org/10.1080/03610918.2011.600500.

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34

Lin, Kuan-Pin, and Arthur M. Farley. "Causal reasoning in econometric models." Decision Support Systems 15, no. 2 (1995): 167–77. http://dx.doi.org/10.1016/0167-9236(94)00035-q.

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35

Coloma, Germán. "Econometric estimation of PCAIDS models." Empirical Economics 31, no. 3 (2006): 587–99. http://dx.doi.org/10.1007/s00181-005-0033-6.

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36

Damiani, Mirella, and Lorenzo Panattoni. "Optimal simulation with econometric models." Journal of Economic Dynamics and Control 16, no. 1 (1992): 93–108. http://dx.doi.org/10.1016/0165-1889(92)90007-2.

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37

Lee, Duu-Hwa, Duu-Jong Lee, and Ayfer Veziroglu. "Econometric models for biohydrogen development." Bioresource Technology 102, no. 18 (2011): 8475–83. http://dx.doi.org/10.1016/j.biortech.2011.04.016.

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38

TRIVEDI, PRAVIN K. "ECONOMETRIC MODELS OF EVENT COUNTS." Journal of Applied Econometrics 12, no. 3 (1997): 199–201. http://dx.doi.org/10.1002/(sici)1099-1255(199705)12:3<199::aid-jae442>3.0.co;2-r.

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39

Osipov, Vladimir S., Aleksandr P. Tsypin, and Olga V. Ledneva. "Using econometric models to forecast fixed asset investments." Journal Of Applied Informatics 18, no. 1 (2023): 111–28. http://dx.doi.org/10.37791/2687-0649-2023-18-1-111-128.

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One of the key factors in the country’s GDP growth is reproducible capital, which lays the foundation for the production of products, works and services. Accordingly, the study of the state, structure and dynamics of the dominant component, fixed assets, is one of the priority tasks of statistics and econometrics. This implies the purpose of the study, which is to assess the predictive capabilities of econometric models. To achieve this goal, a pool of mathematical-statistical and econometric methods was used, in particular tabular and graphic, descriptive statistics, correlation-regression, a

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40

Kim, Dong-sup, and Seungwoo Shin. "THE ECONOMIC EXPLAINABILITY OF MACHINE LEARNING AND STANDARD ECONOMETRIC MODELS-AN APPLICATION TO THE U.S. MORTGAGE DEFAULT RISK." International Journal of Strategic Property Management 25, no. 5 (2021): 396–412. http://dx.doi.org/10.3846/ijspm.2021.15129.

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This study aims to bridge the gap between two perspectives of explainability−machine learning and engineering, and economics and standard econometrics−by applying three marginal measurements. The existing real estate literature has primarily used econometric models to analyze the factors that affect the default risk of mortgage loans. However, in this study, we estimate a default risk model using a machine learning-based approach with the help of a U.S. securitized mortgage loan database. Moreover, we compare the economic explainability of the models by calculating the marginal effect and marg

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41

Peng, Jiangyan, and Qiying Wang. "WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS." Econometric Theory 34, no. 5 (2017): 1132–57. http://dx.doi.org/10.1017/s0266466617000408.

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Limit theory with stochastic integrals plays a major role in time series econometrics. In earlier contributions on weak convergence to stochastic integrals, the literature commonly uses martingale and semi-martingale structures. Liang, Phillips, Wang, and Wang (2016) (see also Wang (2015), Chap. 4.5) currently extended weak convergence to stochastic integrals by allowing for a linear process or a α-mixing sequence in innovations. While these martingale, linear process and α-mixing structures have wide relevance, they are not sufficiently general to cover many econometric applications that have

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42

Hoover, Kevin D. "On the Reception of Haavelmo’s Econometric Thought." Journal of the History of Economic Thought 36, no. 1 (2014): 45–65. http://dx.doi.org/10.1017/s1053837214000029.

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The significance of Haavelmo’s “The Probability Approach in Econometrics” (1944), the foundational document of modern econometrics, has been interpreted in widely different ways. Some regard it as a blueprint for a provocative (but ultimately unsuccessful) program dominated by the need for a priori theoretical identification of econometric models. Others focus more on statistical adequacy than on theoretical identification. They see its deepest insights as unduly neglected. The present article uses bibliometric techniques and a close reading of econometrics articles and textbooks to trace the

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43

Chen, Shu-Heng, Chia-Ling Chang, and Ye-Rong Du. "Agent-based economic models and econometrics." Knowledge Engineering Review 27, no. 2 (2012): 187–219. http://dx.doi.org/10.1017/s0269888912000136.

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AbstractThis paper reviews the development of agent-based (computational) economics (ACE) from an econometrics viewpoint. The review comprises three stages, characterizing the past, the present, and the future of this development. The first two stages can be interpreted as an attempt to build the econometric foundation of ACE, and, through that, enrich its empirical content. The second stage may then invoke a reverse reflection on the possible agent-based foundation of econometrics. While ACE modeling has been applied to different branches of economics, the one, and probably the only one, whic

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44

Stock, James H., and Mark W. Watson. "Twenty Years of Time Series Econometrics in Ten Pictures." Journal of Economic Perspectives 31, no. 2 (2017): 59–86. http://dx.doi.org/10.1257/jep.31.2.59.

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This review tells the story of the past 20 years of time series econometrics through ten pictures. These pictures illustrate six broad areas of progress in time series econometrics: estimation of dynamic causal effects; estimation of dynamic structural models with optimizing agents (specifically, dynamic stochastic equilibrium models); methods for exploiting information in “big data” that are specialized to economic time series; improved methods for forecasting and for monitoring the economy; tools for modeling time variation in economic relationships; and improved methods for statistical infe

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45

Du, Kerui, Yonghui Zhang, and Qiankun Zhou. "Fitting partially linear functional-coefficient panel-data models with Stata." Stata Journal: Promoting communications on statistics and Stata 20, no. 4 (2020): 976–98. http://dx.doi.org/10.1177/1536867x20976339.

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In this article, we describe the implementation of fitting partially linear functional-coefficient panel models with fixed effects proposed by An, Hsiao, and Li [2016, Semiparametric estimation of partially linear varying coefficient panel data models in Essays in Honor of Aman Ullah ( Advances in Econometrics, Volume 36)] and Zhang and Zhou (Forthcoming, Econometric Reviews). Three new commands xtplfc, ivxtplfc, and xtdplfc are introduced and illustrated through Monte Carlo simulations to exemplify the effectiveness of these estimators.

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Sun, Liyang. "Implementing Valid Two-Step Identification-Robust Confidence Sets for Linear Instrumental-Variables Models." Stata Journal: Promoting communications on statistics and Stata 18, no. 4 (2018): 803–25. http://dx.doi.org/10.1177/1536867x1801800404.

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In this article, we consider inference in the linear instrumental-variables models with one or more endogenous variables and potentially weak instruments. I developed a command, twostepweakiv, to implement the two-step identification-robust confidence sets proposed by Andrews (2018, Review of Economics and Statistics 100: 337–348) based on Wald tests and linear combination tests (Andrews, 2016, Econometrica 84: 2155–2182). Unlike popular procedures based on first-stage F statistics (Stock and Yogo, 2005, Testing for weak instruments in linear IV regression, in Identification and Inference for

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47

Yu, Jun. "ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS." Econometric Theory 30, no. 4 (2014): 737–74. http://dx.doi.org/10.1017/s0266466613000467.

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Econometric analysis of continuous time models has drawn the attention of Peter Phillips for 40 years, resulting in many important publications by him. In these publications he has dealt with a wide range of continuous time models and the associated econometric problems. He has investigated problems from univariate equations to systems of equations, from asymptotic theory to finite sample issues, from parametric models to nonparametric models, from identification problems to estimation and inference problems, and from stationary models to nonstationary and nearly nonstationary models. This pap

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Ilyos, Abdullaev. "Econometric Models Of Attracting Investment Into Production Industry." International Journal of Management Sciences and Business Research 5, no. 9 (2016): 47–50. https://doi.org/10.5281/zenodo.3464897.

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In this article, is analysed relationship between GDP and investments and proven on the basis of econometric models. Model of GDP determination is built on the basis of Solow model with the help of Cobb-Douglas production function. Econometric models for calculating the effectiveness of attracting more investment to production in Uzbek economy are analyzed using dynamic econometric models constructed using Solow model.

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Meena, A., B. Manjunatha, A. Anil Kumar, et al. "Spatial Econometrics in Agriculture: Modelling Spatial Dependencies in Data." Archives of Current Research International 24, no. 6 (2024): 488–506. http://dx.doi.org/10.9734/acri/2024/v24i6807.

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Spatial econometrics in agriculture focuses on modelling spatial dependencies in data, recognizing that agricultural outcomes are often influenced by geographic proximity and spatial interactions. This approach acknowledges that agricultural phenomena, such as crop yields, pest outbreaks, and soil quality, can exhibit spatial patterns that traditional econometric models may overlook. By incorporating spatial elements into econometric analysis, researchers can better understand how neighbouring regions or locations influence each other's agricultural outcomes. This is crucial for policymakers a

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Ford, J. L., Paul De Grauwe, and Theo Peeters. "Exchange Rates in Multicountry Econometric Models." Economic Journal 95, no. 378 (1985): 518. http://dx.doi.org/10.2307/2233243.

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