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Relevant bibliographies by topics / Econometric model

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Academic literature on the topic 'Econometric model'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

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Journal articles on the topic "Econometric model"

1

Kazakevičius, Vytautas, and Remigijus Leipus. "ON STATIONARITY IN THE ARCH(∞) MODEL." Econometric Theory 18, no. 1 (2002): 1–16. http://dx.doi.org/10.1017/s0266466602181011.

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We continue investigation of the ARCH(∞) model begun in Giraitis, Kokoszka, and Leipus (2000, Econometric Theory 16, 3–22). Nonrestrictive conditions for the existence of a strictly stationary solution are established. The paper generalizes the results of Nelson (1990, Econometric Theory 6, 318–334) and Bougerol and Picard (1992, Journal of Econometrics 52, 115–127) to the ARCH(∞) model.

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Silahtaroğlu, Yenilmez Oğuz. "Machine Learning Integration in Econometric Models." Next Generation Journal for The Young Researchers 8, no. 1 (2024): 77. http://dx.doi.org/10.62802/8c33p210.

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The integration of machine learning (ML) into econometric models represents a transformative advancement in the field of econometrics, enabling researchers to tackle complex, high-dimensional datasets while maintaining the interpretability and rigor of traditional econometric approaches. This research investigates the synergies between machine learning and econometrics, focusing on how ML techniques can enhance model flexibility, predictive accuracy, and causal inference in economic analysis. By leveraging methods such as regularization, ensemble learning, and deep learning, the study explores

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Ridge, Richard S., Gary A. Stern, and Ronald K. Watts. "Econometric Model Evaluation." Evaluation Review 14, no. 3 (1990): 308–14. http://dx.doi.org/10.1177/0193841x9001400306.

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Phillips, Peter C. B. "Econometric Model Determination." Econometrica 64, no. 4 (1996): 763. http://dx.doi.org/10.2307/2171845.

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Domínguez, Manuel A., and Ignacio N. Lobato. "A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS." Econometric Theory 31, no. 4 (2014): 891–910. http://dx.doi.org/10.1017/s0266466614000644.

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Despite their theoretical advantages, Integrated Conditional Moment (ICM) specification tests are not commonly employed in the econometrics practice. An important reason is that the employed test statistics are nonpivotal, and so critical values are not readily available. This article proposes an omnibus test in the spirit of the ICM tests of Bierens and Ploberger (1997, Econometrica 65, 1129–1151) where the test statistic is based on the minimized value of a quadratic function of the residuals of time series econometric models. The proposed test falls under the category of overidentification

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Sabirov, Khasan Nusratovich, and Xusan Shermatov. "THE ROLE OF ECONOMIC ANALYSIS IN ECONOMIC DEVELOPMENT." Eurasian Journal of Academic Research 2, no. 2 (2022): 736–39. https://doi.org/10.5281/zenodo.6346818.

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Econometric knowledge is distinguished and formed as a result of the interdependence and development of disciplines such as economic theory, economic mathematics, economic statistics, probability theory, and mathematical statistics. Econometrics shapes its subject, purpose, and research. At the same time, the content of econometrics, its composition and scope are in constant contact with the above disciplines.

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Vassalos, Constantine. "ECONOMETRICS AND HEALTHCARE – THE MODEL OF THE GREEK NATIONAL PRIMARY HEALTHCARE NETWORK (PEDY)." PERIOPERATIVE NURSING 4, no. 3 (2015): 152–64. https://doi.org/10.5281/zenodo.44231.

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Abstract Introduction: Nowadays, the development of econometric techniques has important applications in the health sector. Econometrics facilitates the understanding of the environment where health agencies function so that they can make decisions in order to improve their performance. Moreover, the evaluation of the efficiency of health organizations contributes to the health system. This study included searching on Greek and international electronic databases by using keywords such as econometrics, health, National Health System, Social Insurance Institution, Health Centre, decision-making

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Lombardini, Simone. "Italian regional econometric model." Papers in Regional Science 103, no. 6 (2024): 100060. http://dx.doi.org/10.1016/j.pirs.2024.100060.

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Forchini, G. "OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL." Econometric Theory 18, no. 4 (2002): 853–67. http://dx.doi.org/10.1017/s0266466602184027.

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This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, American Mathematical Society Transactions 54, 426–482), Hillier (1987, Econometric Theory 3, 1–44), Andrews and Ploberger (1994, Econometrica 62, 1382–1414), and Andrews, Lee, and Ploberger (1996, Journal of Econometrics 70, 9–36), we characterize a class of optimal similar tests for the existence of (possibly multiple) changepoints at unknown times. We extend the analysis of Andrews et al. (1996) by deriving weighted optimal similar tests for the

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Rancan, Antonella. "Econometric modelling in Italy: From economic planning to academic research." HISTORY OF ECONOMIC THOUGHT AND POLICY, no. 1 (November 2021): 63–82. http://dx.doi.org/10.3280/spe2021-001003.

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The paper deals with the introduction and acceptance of econometric model-ling as a tool to conduct economic policy analysis in Italy in the Post War. A re-search practice first applied in public and private institutions other than universi-ties. It is argued that economic planning and policymakers' needs of empirical es-timations, simulations and forecasts played an important role in supporting quan-titative research, at the time when economics was still conceived as a theoretical discipline. Sylos Labini's (1967) econometric model, the Modellaccio (1970-75), the University of Bologna model (

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Dissertations / Theses on the topic "Econometric model"

1

Billah, Baki 1965. "Model selection for time series forecasting models." Monash University, Dept. of Econometrics and Business Statistics, 2001. http://arrow.monash.edu.au/hdl/1959.1/8840.

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Wanhill, S. R. C. "An econometric model of Wales." Thesis, Bangor University, 1990. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.516562.

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Lim, Eng Lee. "An econometric model of South Australia /." Title page, contents and introduction only, 1985. http://web4.library.adelaide.edu.au/theses/09EC/09ecl7316.pdf.

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Lui, Hon-kwong, and 呂漢光. "An econometric model of spouse selection." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B30110750.

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Lui, Hon-kwong. "An econometric model of spouse selection /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B16027450.

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Bae, Kyungcho. "Energy consumption forecasting: Econometric model vs state space model." Diss., The University of Arizona, 1994. http://hdl.handle.net/10150/187010.

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This study examines the forecasting performance of two major multivariate methodologies: econometric modeling and multivariate state space modeling. The same variables are used in both models to facilitate comparison. They are evaluated by both expost and exante accuracy of U.S. energy consumption forecasts. Econometric models are highly simplified and a model selection procedure is applied to the models. Two different formats of multivariate state space models are examined: economic structure and identity structure. Goodrich's algorithm is employed to estimate the state space models. The stat

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Lomax, John William. "An econometric model of the Grampian region." Thesis, Robert Gordon University, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.254448.

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Thompson, Wyatt. "An econometric model of Japanese meat markets /." free to MU campus, to others for purchase, 1998. http://wwwlib.umi.com/cr/mo/fullcit?p9904869.

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Volgina, Vera. "Postmerger financial performance: econometric analysis." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-16850.

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There are numerous researches done in the last couple decades dedicated to the observation of impact of merges and acquisitions on the performance of the company. The topic is considered to be up-to-date, as still there is no common approach to evaluating of benefits mergers are about to bring to a new established entity. In this thesis the issue of post-merger financial performance is investigated on an example of three biggest energy companies in Europe: RWE, E.ON and Vattenfall. The aim of the thesis is to find out whether financial performance of chosen companies improves after the merger

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Spurway, Kayleigh Fay Nanette. "A study of the Consumption Capital Asset Pricing Model's appilcability across four countries." Thesis, Rhodes University, 2014. http://hdl.handle.net/10962/d1013016.

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Historically, the Consumption Capital Asset Pricing Method (C-CAPM) has performed poorly in that estimated parameters are implausible, model restrictions are often rejected and inferences appear to be very sensitive to the choice of economic agents' preferences. In this study, we estimate and test the C-CAPM with Constant Relative Risk Aversion (CRRA) using time series data from Germany, South Africa, Britain and America during relatively short time periods with the latest available data sets. Hansen's GMM approach is applied to estimate the parameters arising from this model. In general, esti

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Books on the topic "Econometric model"

1

Giussani, Bruno. Econometric model of regional house prices. Apex Centre, 1990.

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Grasa, Antonio Aznar. Econometric Model Selection: A New Approach. Springer Netherlands, 1989. http://dx.doi.org/10.1007/978-94-017-1358-0.

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Fund, International Monetary. MULTIMOD: A multi-region econometric model. International Monetary Fund, 1988.

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Ra, Sungsup. Nepal macroeconometric model. Asian Development Bank, Nepal Resident Mission, 2005.

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Shah, Sudhir A. A non-cooperative theory of quantity--rationing international transfrontier pollution. Centre for Development Economics, Dept. of Economics, Delhi School of Economics, 2006.

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Powell, Alan A. Inside a modern macroeconometric model: A guide to the Murphy model. 2nd ed. Springer, 1997.

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Heim, John J. An Econometric Model of the US Economy. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-50681-4.

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Celov, Dmitry. A Macro-econometric model for Lithuania: LITMOD. LMA Ekonomikos Institutas, 2003.

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Bencik, Michal. Revision of an econometric model for Slovakia. Institut für Höhere Studien/Institute for Advanced Studies, 1996.

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Uygur, Ercan. SESRTCIC econometric model of the Turkish economy. Statistical, Economic and Social Research and Training Center for Islamic Countries, 1987.

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Book chapters on the topic "Econometric model"

1

Parent, Oliver, and James P. LeSage. "Spatial Econometric Model Averaging." In Handbook of Applied Spatial Analysis. Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03647-7_21.

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Wiśniewski, Jerzy Witold. "Single-Equation Econometric Model." In Forecasting from Multi-equation Econometric Micromodels. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-27492-3_1.

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Pollock, Stephen. "The classical econometric model." In International Studies in Economics and Econometrics. Springer Netherlands, 1987. http://dx.doi.org/10.1007/978-94-009-3591-4_16.

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Anselin, Luc. "Model Selection in Spatial Econometric Models." In Spatial Econometrics: Methods and Models. Springer Netherlands, 1988. http://dx.doi.org/10.1007/978-94-015-7799-1_14.

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Kacapyr, Elia. "The Classical Linear Regression Model." In Essential Econometric Techniques, 3rd ed. Routledge, 2022. http://dx.doi.org/10.4324/9781003213758-8.

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Singh, Preeti, and Sarvpal Singh. "Autocorrelation of an Econometric Model." In Lecture Notes in Networks and Systems. Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-16-9967-2_28.

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Boitier, Baptiste, Pierre Le Mouël, Julien Ravet, and Paul Zagamé. "The NEMESIS Macro-Econometric Model." In Macroeconomic Modelling of R&D and Innovation Policies. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-71457-4_7.

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AbstractThis Chapter presents the NEMESIS macro-econometric model. This model has been used for several ex-ante and ex-post evaluations of the macroeconomic impact of EU R&I policies. After a general overview of the model, a thorough description of the representation of innovation in the model is provided. As an example of its workings, an application to the interim evaluation of the Horizon 2020 programme is also provided.

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Ezaki, Mitsuo, and Chikashi Moriguchi. "Japan Model." In Econometric Models of Asian Link. Springer Japan, 1985. http://dx.doi.org/10.1007/978-4-431-68028-4_10.

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Niwa, Haruki. "China Model." In Econometric Models of Asian Link. Springer Japan, 1985. http://dx.doi.org/10.1007/978-4-431-68028-4_12.

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Chiu, Yi-Chung. "Taiwan Model." In Econometric Models of Asian Link. Springer Japan, 1985. http://dx.doi.org/10.1007/978-4-431-68028-4_3.

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Conference papers on the topic "Econometric model"

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Ivanyuk, Vera, Anatoly Tsvirkun, David Petrosov, Alexander Voronov, Pavel Tereliansky, and Natalia Shchukina. "Econometric Model of the Indicator for Identifying Crisis Situations." In 2024 17th International Conference on Management of Large-Scale System Development (MLSD). IEEE, 2024. http://dx.doi.org/10.1109/mlsd61779.2024.10739537.

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Fei, Sifan. "The Econometric Analysis of the Dynamic Path of Price Index Based on the SVAR Model." In 2024 9th International Conference on Intelligent Informatics and Biomedical Sciences (ICIIBMS). IEEE, 2024. https://doi.org/10.1109/iciibms62405.2024.10792776.

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Sun, Haitao. "The Computer Implementation of Econometric Model." In 2nd International Conference on Computer Application and System Modeling. Atlantis Press, 2012. http://dx.doi.org/10.2991/iccasm.2012.160.

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Wong, James M. W., S. Thomas Ng, Albert P. C. Chan, and Y. H. Chiang. "Forecasting Construction Manpower Demand: An Econometric Model." In Construction Research Congress 2009. American Society of Civil Engineers, 2009. http://dx.doi.org/10.1061/41020(339)97.

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Weiwen, Gu, Wu Dinghua, Xie Zhiliang, and Gu Qingliang. "Shanghai econometric model (SHECMOD) and computer applications." In the 1985 ACM annual conference. ACM Press, 1985. http://dx.doi.org/10.1145/320435.320468.

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"An interactive econometric model to evaluate offices." In 10th European Real Estate Society Conference: ERES Conference 2003. ERES, 2003. http://dx.doi.org/10.15396/eres2003_247.

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Mtembo, Victor, Gareth A. Taylor, and Arthur Ekwue. "A novel econometric model for peak demand forecasting." In 2014 49th International Universities Power Engineering Conference (UPEC). IEEE, 2014. http://dx.doi.org/10.1109/upec.2014.6934706.

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Ramczyk, Marek. "Application of Econometric Model for Water Economy Management." In Environmental Engineering. VGTU Technika, 2017. http://dx.doi.org/10.3846/enviro.2017.042.

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The econometric model can be a precise instrument for the analysis of the impact of the natural environmental degradation on the fishing economy. This paper aims at analysing the influence of the water quality changes in Charzykowskie Lake on the fishing economy. The economic-ecological models have been constructed, explaining the changes of economic effects of the lake fishery in the conditions of an increasing water pollution in the hypolimnion on the example of the catch of Rutilus rutilus, Blicca bjoerkna, Coregonus lavaretus, Anguilla anguilla and Esox lucius in Charzykowskie Lake. Perfor

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"An Econometric Model of the Residential Building Sector." In Third Conference of the European Real Estate Society: ERES Conference 1996. ERES, 1996. http://dx.doi.org/10.15396/eres1996_120.

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Cuellar, Martha M., and Joaquin F. Sanchez. "Congestion control LAN networks using an econometric model ARIMA." In 2016 8th Euro American Conference on Telematics and Information Systems (EATIS). IEEE, 2016. http://dx.doi.org/10.1109/eatis.2016.7520124.

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Reports on the topic "Econometric model"

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Kaczmarek, Tomasz. Input Data for the Model Determined Based on Econometric Models. Publishing House of the University of Agriculture in Krakow, 2024. http://dx.doi.org/10.15576/repourk/2024.1.05.

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Müller, Ulrich, James Stock, and Mark Watson. An Econometric Model of International Long-run Growth Dynamics. National Bureau of Economic Research, 2019. http://dx.doi.org/10.3386/w26593.

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Graham, Bryan. An econometric model of link formation with degree heterogeneity. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20341.

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Das, Sanghamitra. A Micro Econometric Model of Capital Utilization and Retirement. National Bureau of Economic Research, 1990. http://dx.doi.org/10.3386/w3568.

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Graham, Bryan S. An econometric model of link formation with degree heterogeneity. Cemmap, 2015. http://dx.doi.org/10.1920/wp.cem.2015.4315.

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Graham, Bryan S. An econometric model of network formation with degree heterogeneity. The IFS, 2017. http://dx.doi.org/10.1920/wp.cem.2017.0817.

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Harker-Steele, Amanda, Randall Jackson, Peter Jarosi, Smriti Sharma, and Justin Adder. WVU/NETL Econometric Input-Output (ECIO) Model Documentation Update. Office of Scientific and Technical Information (OSTI), 2022. http://dx.doi.org/10.2172/1872550.

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Butler, J. G., and D. A. Poyer. The econometric submodels of the Energy Policy Socioeconomic Impact Model (EPSIM). Office of Scientific and Technical Information (OSTI), 1994. http://dx.doi.org/10.2172/10146737.

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Piazzesi, Monika. An Econometric Model of the Yield Curve with Macroeconomic Jump Effects. National Bureau of Economic Research, 2001. http://dx.doi.org/10.3386/w8246.

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Getmansky, Mila, Andrew Lo, and Igor Makarov. An Econometric Model of Serial Correlation and Illiquidity in Hedge Fund Returns. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w9571.

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