The Journal of Econometrics is a monthly peer-reviewed academic journal covering econometrics. It was established in 1973. The editors-in-chief are Michael...
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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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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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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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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...
16 KB (2,046 words) - 21:57, 23 May 2025
Statistics Journal of Statistical Computation and Simulation Statistics and Computing Applied Econometrics and International Development Econometric Reviews...
7 KB (370 words) - 22:15, 7 January 2025
Yacine Aït-Sahalia (category Economics journal editors)
(1996–2011), the Journal of Econometrics (1999–2012) and the Journal of Financial Econometrics (2001–2011). He served as director of the Western Finance...
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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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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...
20 KB (1,701 words) - 21:33, 23 May 2025
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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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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In econometrics, cointegration is a statistical property describing a long-term, stable relationship between two or more time series variables, even if...
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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...
18 KB (2,048 words) - 20:34, 28 October 2024
Siddhartha Chib (category University of California, Santa Barbara alumni)
Professor of Econometrics and Statistics at Washington University in St. Louis. His work is primarily in Bayesian statistics, econometrics, and Markov...
25 KB (2,065 words) - 06:26, 29 May 2025
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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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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In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance...
23 KB (3,837 words) - 12:33, 15 January 2025
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...
27 KB (3,197 words) - 00:51, 2 May 2025
Leo Michelis (category Year of birth missing (living people))
of research interests are theoretical and applied econometrics and macro-monetary economics. He has published, among others, in Canadian Journal of Economics...
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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...
23 KB (2,962 words) - 03:49, 4 December 2024
William A. Barnett (category Tepper School of Business alumni)
at the Bank of England on May 23–24, 2017. Special issues of two eminent professional journals, the Journal of Econometrics and Econometric Reviews, have...
12 KB (1,059 words) - 19:33, 2 April 2025
(1981). "A Note on Studentizing a Test for Heteroscedasticity". Journal of Econometrics. 17: 107–112. doi:10.1016/0304-4076(81)90062-2. MRAN: ncvTest {car}...
10 KB (1,239 words) - 08:18, 12 January 2025
M. Hashem Pesaran (category Fellows of the Econometric Society)
is the founding editor of the Journal of Applied Econometrics, and a co-developer of Microfit (versions 1–5), an econometric software package published...
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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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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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Denise R. Osborn (category Alumni of the London School of Economics)
Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, Journal of the Royal Statistical Society, and Journal of the American Statistical...
22 KB (2,497 words) - 10:01, 24 May 2025
Robin Sickles (category University of North Carolina alumni)
Journal of Econometrics. 168 (2): vii–xix. 1 June 2012. doi:10.1016/S0304-4076(12)00092-9. Baltagi, Badi H. (14 August 2007). "Worldwide Econometrics...
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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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Gary E. Chamberlain (category Fellows of the Econometric Society)
restrictions. Journal of econometrics, 34(3), 305-334. Chamberlain, G. (2000). Econometrics and decision theory. Journal of Econometrics, 95(2), 255-283...
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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...
45 KB (6,216 words) - 05:14, 27 February 2025