On theory testing in econometrics. Modeling with nonexperimental data
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Publication:1893411
DOI10.1016/0304-4076(94)01633-BzbMath0819.62096MaRDI QIDQ1893411
Publication date: 7 August 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
experimental designtheory testingtheory of errorsEfficient Market HypothesisFisher's experimental design paradigmGauss' theory of errorsleptokurtic datanonexperimental data
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Contrastive statistical explanation and causal heterogeneity ⋮ On normality and the linear regression model ⋮ The ontological status of shocks and trends in macroeconomics ⋮ Akaike-type criteria and the reliability of inference: model selection versus statistical model specification ⋮ The Asymptotic Covariance Matrix of the Least Squares Estimator in the Stochastic Linear Regression Model: The Case of Elliptically Symmetric Distribution ⋮ On the Properties of the Likelihood Function of Spanos' Conditional t Heteroskedastic Model
Cites Work
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Elliptical multivariate analysis
- Generalized autoregressive conditional heteroscedasticity
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- On a measure of lack of fit in time series models
- Time Series Regression with a Unit Root
- The Logic of Inductive Inference
- On normality and the linear regression model
- Linear Statistical Inference and its Applications
- The Probability Approach in Econometrics
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