FAQ

Econometric model

Known as: Econometric modeling, Econometric models 
Econometric models are statistical models used in econometrics. An econometric model specifies the statistical relationship that is believed to hold… (More)
Wikipedia

Topic mentions per year

Topic mentions per year

1965-2018
05010019652018

Related topics

Related topics

11 relations
Benefit financing modelCounterfactual conditionalElectricity price forecastingEstimation theory
(More)

Related mentions per year

Related mentions per year

1946-2018
19401960198020002020
Econometric model
Estimation theory
Statistical model
Model selection
Generalized linear model
Counterfactual conditional

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2014
2014
ECONOMETRIC MODEL DETERMINATION by
1996 The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for… (More)
Is this relevant?
Highly Cited
2010
Highly Cited
2010
Inference for the Identified Set in Partially Identified Econometric Models
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for… (More)
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • table I
Is this relevant?
Highly Cited
2008
Highly Cited
2008
Inference for identifiable parameters in partially identified econometric models
  • Joseph P. Romanoa, Azeem M. Shaikhc
  • 2008
This paper considers the problem of inference for partially identified econometric models. The class of models studied are… (More)
Is this relevant?
Highly Cited
2007
Highly Cited
2007
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org… (More)
Is this relevant?
Highly Cited
2003
Highly Cited
2003
Structural Econometric Modeling: Rationales and Examples from Industrial Organization
This chapter explains the logic of structural econometric models and compares them to other types of econometric models. We… (More)
Is this relevant?
Highly Cited
2003
Highly Cited
2003
An econometric model of serial correlation and illiquidity in hedge fund returns
The returns to hedge funds and other alternative investments are often highly serially correlated. In this paper, we explore… (More)
  • figure 1
  • table 1
  • table 2
  • table 3
  • figure 2
Is this relevant?
Highly Cited
2002
Highly Cited
2002
Econometric models of limit-order executions
We develop and estimate an econometric model of limit-order execution times using survival analysis and actual limit-order data… (More)
  • figure 1
  • table 1
  • table 2
  • table 3
  • table 3
Is this relevant?
Highly Cited
2001
Highly Cited
2001
Some Properties of Time Series Data and Their Use in Econometric Model Specification
  • C.W.J. GRANGER
  • 2001
It is well known that time-series analysts have a rather different approach to the analysis of economic data than does the… (More)
Is this relevant?
Highly Cited
2001
Highly Cited
2001
Spatial Externalities, Spatial Multipliers and Spatial Econometrics
This paper outlines a taxonomy of spatial econometric model specifications that incorporate spatial externalities in various ways… (More)
  • table 1
Is this relevant?
Highly Cited
1999
Highly Cited
1999
Probability Theory and Statistical Inference Econometric Modeling with Observational Data
A catalogue record for this book is available from the British Library Library of Congress Cataloguing in Publication data Spanos… (More)
  • table 1.1
  • table 1.2
  • figure 1.1
  • figure 1.2
  • figure 1.3
Is this relevant?