Econometric Model Specification reviews and extends the author's papers on consistent model specification testing and semi-nonparametric modeling and inference. This book consists of two parts. The ...

Econometric model errors can be classified into two broad categories: specification errors and estimation errors. Specification errors occur when the model is not correctly formulated or does not ...

Econometrics, by design, can yield correct predictions on average, but only with the help of sound economics to guide the specification of the empirical model. Even though it is a science, with ...

Tutorials of econometrics featuring Python programming - NaNPusher/Econometrics ...

Econometrics, by design, can yield correct predictions on average, but only with the help of sound economics to guide the specification of the empirical model. Even though it is a science, with ...

Learn how to improve your econometric models with new data and methods. Follow these steps to evaluate, re-estimate, and communicate your results.

Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industria ...

MBA Econometrics and Statistics Good business decisions are grounded in a deep understanding of real-world information. The econometrics and statistics MBA concentration at Chicago Booth teaches you ...

Dynamic models with forward looking expectations play a central role in modern macroeconomics. Such specifications appear in the DSGE models used by most central banks. The solution, specification, ...

Erasmus University Rotterdam online course »Econometrics: Methods and Application« by Prof. Philip Hans Franses and others on Coursera (completed Jan. 2023) ...

A multi-country econometric model is presented in this paper. The theoretical basis of the model is discussed in Fair (l979a), and the present paper is an empirical extension of this work. The model ...