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*  DSpace@MIT: Irreversibility and the explanation of investment behavior
Existing econometric models have had little success in explaining or predicting investment spending. This may be because most ... Here I survey some of the empirical support for this proposition, and discuss the implications for investment modelling. ... such models fail to account for the irreversibility of most investment spending. With irreversibility, changes in the riskiness ...
  http://dspace.mit.edu/handle/1721.1/50136
*  Temperature and the Allocation of Time: Implications for Climate Change
In this paper we estimate the impacts of climate change on the allocation of time using econometric models that exploit ... w15692 Modeling the Impact of Warming in Climate Change Economics. Dell, Jones, and Olken. w14132 Climate Change and Economic ... Summer Institute Econometric Lectures. NBER Annual Conference on Macroeconomics. New Developments in Long-Term Asset Management ...
  http://www.nber.org/papers/w15717
*  Why Bother with Financial Forecasts | The U.S. Small Business Administration | SBA.gov
I have an MBA and I can do weighted averages, smoothing, and econometric models; but I don't. I was a vice president in a ... market research firm and I saw that the best forecast was not the technical or mathematical models, but the common sense and ...
  https://www.sba.gov/blogs/why-bother-financial-forecasts
*  Fitting fully observed recursive mixed-process models with cmp
The Stata command cmp fits seemingly un- related regressions models of this broad family. Its estimator is also consistent for ... It is also appropriate for a panoply of models that previously were hard to estimate. Heteroskedasticity, however, can render ... Examples include the classical small-sample linear regression model and the probit, ordered probit, multinomial probit, tobit, ... Because the normal distribution has a natural multidimensional generalization, such models can be combined into mul- tiequation ...
  https://ideas.repec.org/a/tsj/stataj/v11y2011i2p159-206.html
*  Explaining child malnutrition in developing countries :: IFPRI Publications
The formulation of the econometric model is guided by the widely accepted food-care-health conceptual model of child growth. ... The report uses an econometric model to identify the factors associated with the reduction in undernutrition. ... The contributions of both underlying and basic determinants to reductions in undernutrition are assessed using the model. The ...
  http://ebrary.ifpri.org/cdm/ref/collection/p15738coll2/id/48054/
*  Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange
... futures data is not as well described by the APGARCH model. Nested within the APGARCH model are several other models from the ... This paper considers the ability of the Power GARCH class of models to capture the stylised features of volatility in a range ... Further, unlike stock market data which is well described by the model, ... wherein the power term by which the data is transformed was estimated within the model rather than being imposed by the ...
  https://ideas.repec.org/p/fth/melrfi/98-3.html
*  Econometric Modeling as Information Aggregation
The results show that the AC model dominates the VAR model, although both models are dominated by the Fair model. The results ... The Fair model is also tested against two relatively non theoretical models: a VAR model and an 'autoregressive components' (AC ... A method is proposed in this paper for testing an econometric model as an aggregator of the information in these predetermined ... The method can also be used to test one model against another. The method is used to test the Fair model as an information ...
  https://ideas.repec.org/p/nbr/nberwo/2233.html
*  Globalization and income inequality: A panel data econometric approach for the EU27 countries
We estimate an econometric model using appropriate panel data techniques for the EU-27 countries over the period 1995-2009. The ... "Modeling income inequality and openness in the framework of Kuznets curve: New evidence from China," Economic Modelling, ... We estimate an econometric model using appropriate panel data techniques for the EU-27 countries over the period 1995-2009. The ... C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio- ...
  https://ideas.repec.org/a/eee/ecmode/v36y2014icp592-599.html
*  Inequality of opportunity in health: evidence from a UK cohort study
Econometric models are estimated to illuminate and quantify the triangular relationship between circumstances, effort and ... Econometric models are estimated to illuminate and quantify the triangular relationship between circumstances, effort and ... "A Double-Hurdle Model of Cigarette Consumption," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(1), pages 23- ...
  https://ideas.repec.org/a/wly/hlthec/v18y2009i9p1057-1074.html
*  Bayesian analysis of an econometric model of birth inputs and outputs
It appears that the High/Low Risk Birth Weight Puzzle remains unresolved under our modeling framework. Copyright Springer- ... and that results from our simultaneous equations model are substantially different from those using the single-equation ... This study offers a simultaneous equations model of the birth process with seven endogenous variables: four birth inputs ( ... This study offers a simultaneous equations model of the birth process with seven endogenous variables: four birth inputs ( ...
  https://ideas.repec.org/a/spr/jopoec/v16y2003i3p597-625.html
*  Resources | Free Full-Text | An Estimation of the Private Value of Aquifer Recharge from Ephemeral Wetlands on the Texas High...
We develop an econometric model (with spatial aspects) to determine how playas affect the water level of irrigation wells and ... We develop an econometric model (with spatial aspects) to determine how playas affect the water level of irrigation wells and ... Marginal effect (Model II). Marginal effect (Model IV). Value (Model II; in $/ha). Value (Model IV; in $/ha). ... This continuous-time model is analogous to the discrete-time model described in Equation (1). The model includes a shadow value ...
  http://www.mdpi.com/2079-9276/2/3/286/htm
*  The supply and demand for Eurosystem deposits - The first 18 months
In a second part, the paper turns to prices by providing a simple econometric model capturing a large part of the variability ... These differences stem from different institutional settings, but also from somewhat different views on the accurate model. ... the modelling of open market operations and of the recourse to standing facilities diverge. ... In a second part, the paper turns to prices by providing a simple econometric model capturing a large part of the variability ...
  https://ideas.repec.org/p/ecb/ecbwps/20010044.html
*  PanelDataProblemSet4 - Department of Economics Econometric Analysis of Panel Data Professor William Greene Phone 212.998.0876...
Department of Economics Econometric Analysis of Panel Data Professor William Greene Phone: 212.998.0876 Office: KMC 7-78 Home ... We write the model as y it = β 1 i + β 2 x it ,1 + β 3 x it ,2 + β 4 x it ,3 + ε it where β 1 i = β 1 + u i and E[ u i ] = 0. ... We will begin with the gasoline market.The basic linear regression model in use will be y it = β 1 + β 2 x it ,1 + β 3 x it ,2 ... Econometric Analysis of Panel Data Professor William Greene Phone: 212.998.0876 Office: KMC 7-78 Home page:www.stern.nyu.edu/~ ...
  https://www.coursehero.com/file/6674439/PanelDataProblemSet4/
*  Publications By Subject
Subject: Borrowing Capitalization Corporate debt Debt burden Debt sustainability Developed countries Econometric models ... Econometric models Economic growth Financial crises Fiscal policy Fiscal transparency Inflation Inflation targeting ...
  https://www.imf.org/en/Publications/Publications-By-Subject?subject=Capitalization
*  On Resampling Inference in Econometric Models | SpringerLink
This paper examines alternative applications of resampling methods to estimation and inference in econometric models. The major ... On Resampling Inference in Econometric Models. In: Carter R.A.L., Dutta J., Ullah A. (eds) Contributions to Econometric Theory ... This paper examines alternative applications of resampling methods to estimation and inference in econometric models. The major ... Szroeter, Jerzy, (1978) A Class of Parametric Tests for Heteroskedasticity in Linear Econometric Models Econometrics 46, 6, ...
  https://link.springer.com/chapter/10.1007/978-1-4613-9016-9_10
*  A dynamic econometric model of Thailand manufacturing energy demand
The purpose of this article is to employ the dynamic translog framework to model inter-factor and inter-fuel energy demand for ... "A dynamic econometric model of Thailand manufacturing energy demand," Applied Economics, Taylor & Francis Journals, vol. 39(17 ... "Uncertainty and the Taylor rule in a simple model of the Euro-area economy," Proceedings, Federal Reserve Bank of San Francisco ... "Modelling energy demand of developing countries: Are the specific features adequately captured?," Energy Policy, Elsevier, vol ...
  https://ideas.repec.org/a/taf/applec/v39y2007i17p2261-2267.html
*  Econometric models and economic forecasts - Robert S. Pindyck, Daniel L. Rubinfeld - Google Books
... what type of model to build, building the appropriate model, testing it statistically, and applying the model to practical ... This well known text helps students understand the art of model building - ... models_and_economic_forecast.html?id=ZQLsAAAAMAAJ&utm_source=gb-gplus-shareEconometric models and economic forecasts. ... Econometric models and economic forecasts. McGraw-Hill international editions: Economics series. Economics series. ...
  https://books.google.com/books?id=ZQLsAAAAMAAJ&q=matrix&dq=related:UOM39015079858133&source=gbs_word_cloud_r&cad=5
*  Econometric Modeling: A Likelihood Approach
... Additional Information. Author. Bent Nielsen, David F. Hendry. ... OxMetrics provides an integrated solution for the econometric analysis of time series, forecasting, financial econometric ... One of the new features in Stata 15 is spatial autoregressive models. These account for correlation between points or areas in ... An improved approach to empirical modelling. OxMetrics developer Prof. Sir David Hendry and Dr. Jennifer Castle discuss "An ...
  http://www.timberlake.co.uk/shop/econometric-modeling-a-likelihood-approach.html
*  Time Series and Econometric Modelling | Springer for Research & Development
Time Series and Econometric Modelling. Advances in the Statistical Sciences: Festschrift in Honor of Professor V.M. Joshi's ... Bootstrapping Estimator Time series Variance analysis of variance best fit calculus econometrics modeling ... On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions ... Asymptotic Properties of Single Equation Errors in Variables Estimators in Rational Expectations Models ...
  https://rd.springer.com/book/10.1007%2F978-94-009-4790-0
*  Econometric model - Wikipedia
One famous econometric model of this nature is the Federal Reserve Bank econometric model. Benefit financing model Sims, ... Econometric models are statistical models used in econometrics. An econometric model specifies the statistical relationship ... An econometric model can be derived from a deterministic economic model by allowing for uncertainty, or from an economic model ... Some of the common econometric models are: Linear regression Generalized linear models Probit Logit Tobit ARIMA Vector ...
  https://en.wikipedia.org/wiki/Econometric_model
*  An Econometric Macro-model of Transition: Policy Choices in the Pre-Accession Period
The models allow for endogenous growth, and they have been incorporated into an existing global econometric model (NiGEM). This ... In constructing the models, we have taken special care to consider the roles of openness and foreign investment on productivity ... Different policies toward growth and the enhancement of technology transfer are analysed using the models, and policy advice on ... in that we use modern panel data techniques on short time series data in order to construct models of a number of economies. ...
  https://ideas.repec.org/p/ecj/ac2002/15.html
*  Download Empirical Dynamic Asset Pricing: Model Specification And Econometric Assessment 2006
Model Specification And Econometric Assessment 2006. Download Empirical Dynamic Asset Pricing: Model Specification And ... Murray Rothbard: An Introduction to His Thought, download Empirical Dynamic Asset Pricing: Model Specification and Econometric ... In download Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment 2006 to explore a mage for mobile ... Please use the download Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment for ways and turn ...
  http://anthonyflood.com/anarchristian/wp-includes/widgets/pdf/download-Empirical-Dynamic-Asset-Pricing%3A-Model-Specification-and-Econometric-Assessment-2006/
*  FSI | Financial Services Institute
capabilities, from econometric modelling, scenario framing, and economic impact. analysis to market surveys, case studies, ... forecasting and modelling to UK companies and financial institutions expanding. abroad. Since then, we have become one of the ... global economic and industry models and analytical tools give us an. unparalleled ability to forecast external market trends ... Amy's personal interest lies with continually refining the independent broker-dealer model to best support the next generation ...
  https://financialservices.org/contentid6610/