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)
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Topic mentions per year

Topic mentions per year

1965-2018
05010019652018

Papers overview

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2014
2014
1996 The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for… (More)
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2010
Highly Cited
2010
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for… (More)
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2008
Highly Cited
2008
  • 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)
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2007
Highly Cited
2007
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org… (More)
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2003
Highly Cited
2003
This chapter explains the logic of structural econometric models and compares them to other types of econometric models. We… (More)
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Highly Cited
2003
Highly Cited
2003
The returns to hedge funds and other alternative investments are often highly serially correlated. In this paper, we explore… (More)
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Highly Cited
2002
Highly Cited
2002
We develop and estimate an econometric model of limit-order execution times using survival analysis and actual limit-order data… (More)
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Highly Cited
2001
Highly Cited
2001
  • 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)
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Highly Cited
2001
Highly Cited
2001
This paper outlines a taxonomy of spatial econometric model specifications that incorporate spatial externalities in various ways… (More)
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1999
Highly Cited
1999
A catalogue record for this book is available from the British Library Library of Congress Cataloguing in Publication data Spanos… (More)
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