The Journal of Econometrics is a scholarly journal in econometrics. It was first published in 1973. Its current managing editors are Serena Ng, Elie Tamer...
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consistency. Applied econometrics uses theoretical econometrics and real-world data for assessing economic theories, developing econometric models, analysing...
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Financial econometrics is the application of statistical methods to financial market data. Financial econometrics is a branch of financial economics, in...
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The Econometrics Journal was established in 1998 by the Royal Economic Society to promote the general advancement and application of econometric methods...
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The Journal of Financial Econometrics is a peer reviewed academic journal of econometrics. It is published by Oxford University Press. Its editors are...
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Reviews Econometric Theory Econometrica Journal of Applied Econometrics Journal of Business & Economic Statistics Journal of Econometrics The Review of Economics...
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The Journal of Applied Econometrics is a peer-reviewed academic journal covering econometrics, published by John Wiley & Sons. It focuses on applications...
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Homoscedasticity and heteroscedasticity (redirect from Homogeneity of variance)
Basic Econometrics (Fifth ed.). New York: McGraw-Hill Irwin. pp. 365–411. ISBN 978-0-07-337577-9. Kmenta, Jan (1986). Elements of Econometrics (Second ed...
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Models". Applied Econometrics Time Series (Second ed.). New York: Wiley. pp. 319–386. ISBN 978-0-471-23065-6. Hayashi, Fumio (2000). Econometrics. Princeton...
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Analysis of Economic Time Series, Part 1: Prices. In 1993 in the Journal of Econometrics, K. Victor Chow and Karen C. Denning published a statistical tool...
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Development and Cooperation Eastern Economic Journal Econ Journal Watch Econometric Theory Econometrica Econometrics Journal Economic Affairs Economic and Industrial...
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The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis. The econometric approaches can be...
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Quantitative Economics (category Econometrics journals)
Economics is a peer-reviewed open access academic journal covering econometrics. It is sponsored by the Econometric Society, was established in 2010, and is published...
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Regression discontinuity design (category Econometric modeling)
In statistics, econometrics, political science, epidemiology, and related disciplines, a regression discontinuity design (RDD) is a quasi-experimental...
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Econometrica (redirect from Econometrica: Journal of the Econometric Society)
academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published by Wiley-Blackwell on behalf of the...
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(1997). "An R-squared measure of goodness of fit for some common nonlinear regression models". Journal of Econometrics. 77 (2): 1790–2. doi:10...
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Subal Kumbhakar (category Academic staff of the University of Burdwan)
Journal of Econometrics, distinguished author of Journal of Applied Econometrics, co-editor of the Social Science Citation Index journal Empirical Economics...
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Standard error (redirect from Standard error of the mean)
"What is a standard error? (And how should we compute it?)". Journal of Econometrics. 237 (2, Part A). doi:10.1016/j.jeconom.2023.105517. ISSN 0304-4076...
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entropy autoregressive conditional heteroskedasticity model". Journal of Econometrics. 150 (2): 219–230. CiteSeerX 10.1.1.511.9750. doi:10.1016/j.jeconom...
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David Forbes Hendry (category Fellows of the Econometric Society)
predominantly on time series econometrics and the econometrics of the demand for money. In recent years he has worked on the theory of forecasting and also on...
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Anil K. Bera (category University of Calcutta alumni)
International Conference in Econometrics, Beijing, China, May 2012. Invited speaker, Advances in Econometrics Conference in Honor of Jerry Hausman, Louisiana...
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Mixed-data sampling (category Econometrics stubs)
Predicting Volatility: How to Get Most Out of Returns Data Sampled at Different Frequencies, Journal of Econometrics, 131, 59-95 Ghysels, Eric and Arthur Sinko...
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In statistics, econometrics and related fields, multidimensional analysis (MDA) is a data analysis process that groups data into two categories: data dimensions...
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Technology (redirect from Impact of technology)
(1 January 1995). "General purpose technologies 'Engines of growth'?". Journal of Econometrics. 65 (1): 83–108. doi:10.1016/0304-4076(94)01598-T. ISSN 0304-4076...
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Econometric Theory is an economics journal specialising in econometrics, published by Cambridge Journals. Its current editor is Peter Phillips. It is one...
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each of these forms, both parameters are positive real numbers. The distribution has important applications in various fields, including econometrics, Bayesian...
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entropy autoregressive conditional heteroskedasticity model" (PDF). Journal of Econometrics. 150 (2). Elsevier: 219–230. doi:10.1016/j.jeconom.2008.12.014...
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Society for Financial Econometrics. Retrieved 19 December 2020. "Journal of Econometrics Fellows List". Journal of Econometrics. 168 (2). June 2012. doi:10...
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(1985). "Alternative methods for evaluating the impact of interventions". Journal of Econometrics. 30 (1–2). Elsevier BV: 239–267. doi:10.1016/0304-4076(85)90139-3...
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Tobit model (category Single-equation methods (econometrics))
Models: A Survey". Journal of Econometrics. 24 (1–2): 3–61. doi:10.1016/0304-4076(84)90074-5. Kennedy, Peter (2003). A Guide to Econometrics (Fifth ed.). Cambridge:...
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