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Statistics and Econometric Models. Themes in Modern Econometrics. Time Series and Dynamic Models. Themes in Modern Econometrics. Statistique de l'assurance. Collection "Economie et statistiques avancées". ARCH Models and Financial Applications. Springer Series in Statistics. Articles/Essays/Papers. Gourieroux, Christian; Jasiak, Joann (2002).
With A. Szafarz, Broze is the author of The Econometric Analysis of Non-Uniqueness in Rational Expectations Models (Contributions to Economic Analysis, Elsevier, 1991). With Szafarz and C. Gourieroux, she is the author of Reduced Forms of Rational Expectations Models (Fundamentals of Pure and Applied Economics 42, Harwood Academic Publishers ...
SHAZAM (Econometrics and Statistics Software) – comprehensive econometrics and statistics package; SigmaStat – package for group analysis; Simul – econometric tool for multidimensional (multi-sectoral, multi-regional) modeling; SmartPLS – statistics package used in partial least squares path modeling (PLS) and PLS-based structural ...
Econometrics may use standard statistical models to study economic questions, but most often they are with observational data, rather than in controlled experiments. [10] In this, the design of observational studies in econometrics is similar to the design of studies in other observational disciplines, such as astronomy, epidemiology, sociology and political science.
In statistics, the concept of being an invariant estimator is a criterion that can be used to compare the properties of different estimators for the same quantity. It is a way of formalising the idea that an estimator should have certain intuitively appealing qualities.
An econometric model then is a set of joint probability distributions to which the true joint probability distribution of the variables under study is supposed to belong. In the case in which the elements of this set can be indexed by a finite number of real-valued parameters , the model is called a parametric model ; otherwise it is a ...
In statistics and econometrics, set identification (or partial identification) extends the concept of identifiability (or "point identification") in statistical models to environments where the model and the distribution of observable variables are not sufficient to determine a unique value for the model parameters, but instead constrain the parameters to lie in a strict subset of the ...
Econometric models are used by economists to estimate relationships between large numbers of variables, most importantly to model national economies or the world economy. Econometric models is included in the JEL classification codes as JEL: C5