Advances in Applied Econometrics
نویسندگان
چکیده
منابع مشابه
Advances in Economics and Econometrics
This is the third of three volumes containing edited versions of papers and a commentary presented at invited symposium sessions of the Ninth World Congress of the Econometric Society, held in London in August 2005. The papers summarize and interpret key developments, and they discuss future directions for a wide variety of topics in economics and econometrics. The papers cover both theory and ...
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Volatility is a key parameter used in many financial applications, from derivatives valuation to asset management and risk management. Volatility measures the size of the errors made in modeling returns and other financial variables. It was discovered that, for vast classes of models, the average size of volatility is not constant but changes with time and is predictable. Autoregressive conditi...
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Cluster-Sample Methods in Applied Econometrics Author(s): Jeffrey M. Wooldridge Source: The American Economic Review, Vol. 93, No. 2, Papers and Proceedings of the One Hundred Fifteenth Annual Meeting of the American Economic Association, Washington, DC, January 3-5, 2003 (May, 2003), pp. 133-138 Published by: American Economic Association Stable URL: http://www.jstor.org/stable/3132213 . Acces...
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This paper discusses five methodological problems in applied econometrics. These are the problem of measurement, data mining, publication bias, the Duhem-Quine critique, and the non-repeatable nature of historical events. These problems form a third source of error next to two other more common sources of error in econometrics, sampling error and specification error. The paper argues that these...
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We present a unified view to models for text databases, proving new relations between empirical and theoretical models. A particular case that we cover is the Web. We also introduce a simple model for random queries and the size of their answers, giving experimental results that support them. As an example of the importance of text modeling, we analyze time and space overhead of inverted
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ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2011
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2011/978530