Posts Tagged ‘ Regression models ’

Dummy Variables in a Semilogarithmic Regression: Exact Distributional Results

July 1, 2018
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Dummy Variables in a Semilogarithmic Regression: Exact Distributional Results

For better or worse, semilogarithmic regression models are used a lot in empirical economics. It would be nice to think that this is because the researcher found that a logarithmic transformation of the model's dependent variable led to residuals ...

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Suggested Reading for June

June 1, 2018
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Suggested Reading for June

Colussi, T., 2018. Social ties in academia: A friend is a treasure. Review of Economics and Statistics, 100, 45-50.Dette, H., K. Möllenhoff, S. Volgushev, & F. Bretz, 2018. Equivalence of regression curves. Journal of the American Statistical Asso...

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Suggested Reading for June

June 1, 2018
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Suggested Reading for June

Colussi, T., 2018. Social ties in academia: A friend is a treasure. Review of Economics and Statistics, 100, 45-50.Dette, H., K. Möllenhoff, S. Volgushev, & F. Bretz, 2018. Equivalence of regression curves. Journal of the American Statistical Asso...

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Econometrics Reading for the New Year

January 2, 2018
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Econometrics Reading for the New Year

Another year, and lots of exciting reading!Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online.Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive movi...

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Econometrics Reading for the New Year

January 2, 2018
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Econometrics Reading for the New Year

Another year, and lots of exciting reading!Davidson, R. & V. Zinde-Walsh, 2017. Advances in specification testing. Canadian Journal of Economics, online.Dias, G. F. & G. Kapetanios, 2018. Estimation and forecasting in vector autoregressive movi...

Read more »

Econometrics Reading List for November

November 5, 2017
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Econometrics Reading List for November

Some suggestions........Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.Silva, I. R., 2017. On the correspondence between...

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Econometrics Reading List for November

November 5, 2017
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Econometrics Reading List for November

Some suggestions........Garcia, J. and D. E. Ramirez, 2017. The successive raising estimator and its relation with the ridge estimator. Communications in Statistics - Theory and Methods, 46, 11123-11142.Silva, I. R., 2017. On the correspondence between...

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Econometrics Reading List for September

September 10, 2017
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Econometrics Reading List for September

A little belatedly, here is my September reading list:Benjamin, D. J. et al., 2017. Redefine statistical significance. Pre-print.Jiang, B., G. Athanasopoulos, R. J. Hyndman, A. Panagiotelis, and F. Vahid, 2017. Macroeconomic forecasting for Australia u...

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Econometrics Reading List for September

September 10, 2017
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Econometrics Reading List for September

A little belatedly, here is my September reading list:Benjamin, D. J. et al., 2017. Redefine statistical significance. Pre-print.Jiang, B., G. Athanasopoulos, R. J. Hyndman, A. Panagiotelis, and F. Vahid, 2017. Macroeconomic forecasting for Australia u...

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My August Reading List

July 31, 2017
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My August Reading List

Here are some suggestions for you:Calzolari, G., 2017. Econometrics exams and round numbers: Use or misuse of indirect estimation methods? Communications in Statistics - Simulation and Computation, in press.Chakraborti, S., F. Jardim, & E. Epprecht...

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