The role of theory in econometrics

DOI10.1016/0304-4076(94)01627-CzbMath0825.62957OpenAlexW2057261747MaRDI QIDQ1893399

Ron Smith, M. Hashem Pesaran

Publication date: 7 August 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01627-c

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

Cointegration and speed of convergence to equilibrium ⋮ Sovereign risk zones in Europe during and after the debt crisis

Cites Work

• Statistical Inference in Instrumental Variables Regression with I(1) Processes
• Limited-dependent rational expectations models with future expectations
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• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Optimal Inference in Cointegrated Systems
• Optimal Spending and Money Holdings in the Presence of Liquidity Constraints
• Time to Build and Aggregate Fluctuations
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
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