The Experts below are selected from a list of 231882 Experts worldwide ranked by ideXlab platform
Ariane Dupont - One of the best experts on this subject based on the ideXlab platform.
-
Ragnar Frisch and the Probability Approach
History of Political Economy, 2011Co-Authors: Olav Bjerkholt, Ariane DupontAbstract:The title hints at the attention given to the lack of probability considerations in the econometric work of the recognized pioneer of Econometrics, Ragnar Frisch. Clues to a better understanding of his position may be found in his comprehensive archive and correspondence. This essay gives a brief overview of Frisch's scientific archive and exhibits from his search for econometric methods. It also sets out a selection of letters exchanged between Frisch and other leading members of the Econometric Society. Our contention is that Frisch's role in the history of Econometrics has not been fully appreciated owing to insufficient access to sources.
Gianmarco I P Ottaviano - One of the best experts on this subject based on the ideXlab platform.
-
introduction whither spatial Econometrics
Journal of Regional Science, 2012Co-Authors: Mark D Partridge, Marlon G Boarnet, Steven Brakman, Gianmarco I P OttavianoAbstract:Spatial Econometrics has become a mainstay for regional scientists aiming to estimate geographic spillovers in regional outcomes. Yet, many remain skeptical, especially urban economists who prefer natural experimental approaches. Their concerns revolve around identification and a general lack of a theoretical foundation in the estimation of spatial econometric models. This theme issue includes three papers from leading regional scientists to appraise the status of spatial Econometrics. The outcome is sweeping proposals from (1) abandoning standard spatial Econometrics because it cannot identify causality, (2) using nonparametric approaches, and (3) implementing more nuanced changes revolving around better theoretical and empirical modeling.
Margaret E Slade - One of the best experts on this subject based on the ideXlab platform.
-
the future of spatial Econometrics
Journal of Regional Science, 2010Co-Authors: Joris Pinkse, Margaret E SladeAbstract:The purpose of this paper is threefold. First, we give an overview of the general direction the spatial Econometrics literature has taken without attempting to provide a representative survey of all interesting work that has appeared. Second, we identify a number of problems in spatial Econometrics that are as yet unresolved. Finally, we provide advocacy for the notion that new spatial econometric theory should be inspired by actual empirical applications as opposed to being directed by what appears to be the most obvious extension of what is currently available.
Olav Bjerkholt - One of the best experts on this subject based on the ideXlab platform.
-
Ragnar Frisch and the Probability Approach
History of Political Economy, 2011Co-Authors: Olav Bjerkholt, Ariane DupontAbstract:The title hints at the attention given to the lack of probability considerations in the econometric work of the recognized pioneer of Econometrics, Ragnar Frisch. Clues to a better understanding of his position may be found in his comprehensive archive and correspondence. This essay gives a brief overview of Frisch's scientific archive and exhibits from his search for econometric methods. It also sets out a selection of letters exchanged between Frisch and other leading members of the Econometric Society. Our contention is that Frisch's role in the history of Econometrics has not been fully appreciated owing to insufficient access to sources.
-
teaching economics as a science the 1930 yale lectures of ragnar frisch
Memorandum (institute of Pacific Relations American Council), 2010Co-Authors: Olav BjerkholtAbstract:This paper is prepared for the forthcoming publication of Frisch's 1930 Yale lecture notes, A Dynamic Approach to Economic Theory: The Yale Lectures of Ragnar Frisch (details at: http://www.routledgeeconomics.com/books/A-Dynamic-Approach-to-Economic-Theory-isbn9780415564090). As the lecture series was given just as the Econometric Society was founded in 1930. We provide as background, a blow-by-blow story of how the Econometric Society got founded with emphasis on Frisch's role. We then outline how the Yale lecture notes came into being, closely connected to Frisch's econometric work at the time. We comment upon the lectures, relating them to Frisch's later works and, more important, to subsequent developments in economics and Econometrics.
David A. Belsley - One of the best experts on this subject based on the ideXlab platform.
-
The fourth special issue on Computational Econometrics
Computational Statistics & Data Analysis, 2007Co-Authors: David A. Belsley, Russell Davidson, Erricos John Kontoghiorghes, James G. Mackinnon, Herman K. Van DijkAbstract:The journal Computational Statistics and Data Analysis aims to have regular issues on computational Econometrics. Of particular interest are papers in important areas of econometric applications where both computational techniques and numerical methods have a major impact. The goal is to provide sources of information about the most recent developments in computational Econometrics that are currently scattered throughout publications in specialized areas. Applied econometric practice is inherently computational, often substantially so. Existing algorithms, however, do not always embody the best of computational techniques, either for efficiency, stability, or conditioning. Likewise, environments for doing Econometrics are inherently computer-based. Integrated packages for conducting Econometrics have grown well over the years, but still leave much room for further development. The first special issue dealing with computational Econometrics [Belsley and Kontoghiorghes, 2003] featured articles examining filters, heuristic methods for estimation, MCMC, computational and numerical aspects for estimating large-scale models, and simulation methods, among other topics, indicated the importance of computing in Econometrics, and highlighted research opportunities that exist in this discipline. The second special issue on computational Econometrics [Belsley and Kontoghiorghes, 2005] considered papers addressing computational and numerical methods used in solving theoretical and practical issues associated with econometric algorithms, the impact of computing on Econometrics, and specific applications involving computing and Econometrics. This third special issue comprises 14 studies that examine aspects of prediction, estimation and testing, applications of Monte Carlo and bootstrapping, and determinations of estimator distributions in numerous economic and financial contexts.
-
The Third Special Issue on Computational Econometrics
Computational Statistics & Data Analysis, 2007Co-Authors: David A. Belsley, Erricos John Kontoghiorghes, Jan R. MagnusAbstract:The journal Computational Statistics and Data Analysis aims to have regular issues on computational Econometrics. Of particular interest are papers in important areas of econometric applications where both computational techniques and numerical methods have a major impact. The goal is to provide sources of information about the most recent developments in computational Econometrics that are currently scattered throughout publications in specialized areas.\ud \ud Applied econometric practice is inherently computational, often substantially so. Existing algorithms, however, do not always embody the best of computational techniques, either for efficiency, stability, or conditioning. Likewise, environments for doing Econometrics are inherently computer-based. Integrated packages for conducting Econometrics have grown well over the years, but still leave much room for further development.\ud \ud The first special issue dealing with computational Econometrics [Belsley and Kontoghiorghes, 2003] featured articles examining filters, heuristic methods for estimation, MCMC, computational and numerical aspects for estimating large-scale models, and simulation methods, among other topics, indicated the importance of computing in Econometrics, and highlighted research opportunities that exist in this discipline. The second special issue on computational Econometrics [Belsley and Kontoghiorghes, 2005] considered papers addressing computational and numerical methods used in solving theoretical and practical issues associated with econometric algorithms, the impact of computing on Econometrics, and specific applications involving computing and Econometrics.\ud \ud This third special issue comprises 14 studies that examine aspects of prediction, estimation and testing, applications of Monte Carlo and bootstrapping, and determinations of estimator distributions in numerous economic and financial contexts
-
Econometrics-STATUTILITIES: Mathematica packages of econometric tools and utilities
1996Co-Authors: David A. BelsleyAbstract:This module accompanies the Computational Economics article "Mathematica as an Environment for Doing Economics and Econometrics," 1999, 14, 69-87.
