Econometric models are statistical models used in econometrics. An econometric model specifies the statistical relationship that is believed to hold between...

consistency. Applied econometrics uses theoretical econometrics and real-world data for assessing economic theories, developing econometric models, analysing economic...

Wharton Econometric Forecasting Associates, Inc (WEFA Inc) was an economics forecasting and consulting organization founded by Nobel Prize winner Lawrence...

linear model Seemingly unrelated regressions Reduced form Parameter identification problem Martin, Vance; Hurn, Stan; Harris, David (2013). Econometric Modelling...

Davidson, J. E. H.; Hendry, D. F.; Srba, F.; Yeo, J. S. (1978). "Econometric modelling of the aggregate time-series relationship between consumers' expenditure...

economist. For his work in creating computer models to forecast economic trends in the field of econometrics in the Department of Economics at the University...

Spatial econometrics is the field where spatial analysis and econometrics intersect. The term “spatial econometrics” was introduced for the first time...

on those models would therefore potentially be misleading. This argument called into question the prevailing large-scale econometric models that lacked...

time-series data, as well as future forecasting purposes. DSGE econometric modelling applies general equilibrium theory and microeconomic principles...

changed into a linear form for the purpose of econometric analyses by employing logarithms. The model has been used by economists to analyse the determinants...

functions of the exogenous variables, if any. In econometrics, the equations of a structural form model are estimated in their theoretically given form...

In econometrics, endogeneity broadly refers to situations in which an explanatory variable is correlated with the error term. The distinction between endogenous...

Hybrid choice models (HCMs) are extensions of classical discrete-choice models that combine what analysts can observe—prices, incomes and travel times—with...

{\displaystyle v} and v ′ {\displaystyle v^{\prime }} . The financial econometric model of Nasini and Erdemlioglu can be written as p v ( t )   =   η v (...

used bargaining class of simple econometric models popularized by Tinbergen and later Wold are autoregressive models, in which the stochastic process...

potential outcomes can be derived from Structural Equation Models (SEMs) thus unifying econometrics and modern causal analysis. Causation Principal stratification...

typical marketing-mix model would have recommended cutting media spend and instead resorting to heavy price discounting. Econometric model Marketing strategy...

global macroeconomic model, Wharton Econometric Forecasting Associates' LINK project, was initiated by Lawrence Klein. The model was cited in 1980 when...

earliest computational simulations of an econometric model, Irma and Frank Adelman (1959) tested the Klein–Goldberger model on an IBM 650 at the Berkeley Radiation...

and Orthodox biblical canon, or its principal character Tobit model, an econometric model for censored endogenous variables proposed by James Tobin Tobit...

Bayesian econometrics is a branch of econometrics which applies Bayesian principles to economic modelling. Bayesianism is based on a degree-of-belief interpretation...

Econometric models involving data sampled at different frequencies are of general interest. Mixed-data sampling (MIDAS) is an econometric regression developed...

PcGive for dynamic econometric models (ARDL, VAR, GARCH, Switching, Autometrics), panel data models (DPD), limited dependent models, are STAMP for structural...

economics and various related fields). Indeed many alternative models exist in econometrics, marketing, sociometrics and other fields, including utility...

'endogeneity' in econometrics has a related but distinct meaning. An endogenous random variable is correlated with the error term in the econometric model, while...

The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis. The econometric approaches can be...

Difference in differences (DID or DD) is a statistical technique used in econometrics and quantitative research in the social sciences that attempts to mimic...

sensitivity of the test.[citation needed] The fitting of many models in statistics and econometrics usually seeks to minimise the difference between observed...

The econometrics of risk is a specialized field within econometrics that focuses on the quantitative modeling and statistical analysis of risk in various...

Damodar N.; Porter, Dawn C. (2009). "Econometric modeling: Model specification and diagnostic testing". Basic Econometrics (Fifth ed.). McGraw-Hill/Irwin....