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ECONOMETRIC DATA—A SYNOPSIS

by D. S. G. Pollock , 2008
"... An account is given of a variety of filtering procedures that have been implemented in a computer program, which can be used in analysing econometric time series. The program provides some new filtering procedures that operate primarily in the frequency domain. Their advantage is that they are able ..."
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An account is given of a variety of filtering procedures that have been implemented in a computer program, which can be used in analysing econometric time series. The program provides some new filtering procedures that operate primarily in the frequency domain. Their advantage is that they are able

Evaluating the Econometric Evaluations of Training Programs With Experimental Data," Industrial Relations Section, Working Paper No.

by Robert J Lalonde , 1984
"... ..."
Abstract - Cited by 553 (5 self) - Add to MetaCart
Abstract not found

Econometric methods for fractional response variables with an application to 401 (K) plan participation rates

by Leslie E. Papke, Jeffrey M. Wooldridge , 1996
"... We develop attractive functional forms and simple quasi-likelihood estimation methods for regression models with a fractional dependent variable. Compared with log-odds type procedures, there is no difficulty in recovering the regression function for the fractional variable, and there is no need to ..."
Abstract - Cited by 472 (8 self) - Add to MetaCart
to use ad hoc transformations to handle data at the extreme values of zero and one. We also offer some new, robust specification tests by nesting the logit or probit function in a more general functional form. We apply these methods to a data set of employee participation rates in 401 (k) pension plans.

How much should we trust differences-in-differences estimates?

by Marianne Bertrand, Esther Duflo, Sendhil Mullainathan , 2003
"... Most papers that employ Differences-in-Differences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severity of this issue, we randomly generate placebo laws in state-level data on femal ..."
Abstract - Cited by 828 (1 self) - Add to MetaCart
Most papers that employ Differences-in-Differences estimation (DD) use many years of data and focus on serially correlated outcomes but ignore that the resulting standard errors are inconsistent. To illustrate the severity of this issue, we randomly generate placebo laws in state-level data

Paradox lost? Firm-level evidence on the returns to information systems.

by Erik Brynjolfsson , Lorin Hitt - Manage Sci , 1996
"... T he "productivity paradox" of information systems (IS) is that, despite enormous improvements in the underlying technology, the benefits of IS spending have not been found in aggregate output statistics.One explanation is that IS spending may lead to increases in product quality or varie ..."
Abstract - Cited by 465 (23 self) - Add to MetaCart
-level data on several components of IS spending for 1987-1991. The dataset includes 367 large firms which generated approximately 1.8 trillion dollars in output in 1991.We supplemented the IS data with data on other inputs, output, and price deflators from other sources. As a result, we could assess several

The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
credit spread changes. Second, we consider a host of new explanatory variables that proxy for changes in liquidity and other macro-economic effects. Finally, we perform a regression analysis on simulated data to demonstrate that our empirical findings are not being driven by the econometric techniques

Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments

by Joshua D. Angrist, Alan B. Krueger - Journal of Economic Perspectives , 2001
"... The method of instrumental variables is a signature technique in the econometrics toolkit. The canonical example, and earliest applications, of instrumental variables involved attempts to estimate demand and supply curves. 1 Economists such as P.G. Wright, Henry Schultz, Elmer Working and Ragnar Fri ..."
Abstract - Cited by 379 (3 self) - Add to MetaCart
The method of instrumental variables is a signature technique in the econometrics toolkit. The canonical example, and earliest applications, of instrumental variables involved attempts to estimate demand and supply curves. 1 Economists such as P.G. Wright, Henry Schultz, Elmer Working and Ragnar

Spatial Econometrics

by Luc Anselin - PALGRAVE HANDBOOK OF ECONOMETRICS: VOLUME 1, ECONOMETRIC THEORY , 2001
"... Spatial econometric methods deal with the incorporation of spatial interaction and spatial structure into regression analysis. The field has seen a recent and rapid growth spurred both by theoretical concerns as well as by the need to be able to apply econometric models to emerging large geocoded da ..."
Abstract - Cited by 190 (7 self) - Add to MetaCart
Spatial econometric methods deal with the incorporation of spatial interaction and spatial structure into regression analysis. The field has seen a recent and rapid growth spurred both by theoretical concerns as well as by the need to be able to apply econometric models to emerging large geocoded

Spatial Econometrics

by James P. Lesage , 1998
"... amples in this text rely on a small data sample with 49 observations that can be used with the Student Version of MATLAB. The collection of around 450 functions and demonstration programs are organized into libraries, with approximately 30 spatial econometrics library functions described in this tex ..."
Abstract - Cited by 183 (7 self) - Add to MetaCart
amples in this text rely on a small data sample with 49 observations that can be used with the Student Version of MATLAB. The collection of around 450 functions and demonstration programs are organized into libraries, with approximately 30 spatial econometrics library functions described

IDEOLOG: A PROGRAM FOR FILTERING ECONOMETRIC DATA—A SYNOPSIS OF ALTERNATIVE METHODS

by D. S. G. Pollock
"... An account is given of various filtering procedures that have been implemented in a computer program, which can be used in analysing econometric time series. The program provides some new filtering procedures that operate primarily in the frequency domain. Their advantage is that they are able to ac ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
An account is given of various filtering procedures that have been implemented in a computer program, which can be used in analysing econometric time series. The program provides some new filtering procedures that operate primarily in the frequency domain. Their advantage is that they are able
Results 1 - 10 of 5,031