Econometric Methods and Testing

This area examines econometric specifications and testing methods, aiming to refine models for estimating economic relationships and improving the accuracy of economic predictions.

econometrics
specification
testing methods
economic relationships
predictions

115,420 papers

Parent topic: Economic Structures and Governance

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Papers Over Time

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Top Papers

Some Tests Of Specification For Panel Data: Monte Carlo Evidence And An Application To Employment Equations

1991 · 20,125 citations

Sample Selection Bias As A Specification Error

1979 · 18,043 citations

Initial Conditions And Moment Restrictions In Dynamic Panel Data Models

1998 · 16,218 citations

Investigating Causal Relations By Econometric Models And Cross-spectral Methods

1969 · 15,217 citations

Autoregressive Conditional Heteroscedasticity With Estimates Of The Variance Of United Kingdom Inflation

1982 · 13,361 citations

Another Look At The Instrumental Variable Estimation Of Error-Components Models

1995 · 12,579 citations

Specification Tests In Econometrics

1978 · 11,296 citations

Simultaneous Inference In General Parametric Models

2008 · 10,622 citations

Mostly Harmless Econometrics

2008 · 10,075 citations

Increasing Returns And Long-Run Growth

1986 · 10,068 citations

Statistical Analysis Of Cointegration Vectors

1988 · 9,958 citations

Testing For Unit Roots In Heterogeneous Panels

2003 · 9,235 citations

Structural Equation Models With Unobservable Variables And Measurement Error: Algebra And Statistics

1981 · 8,406 citations

Estimating Standard Errors In Finance Panel Data Sets: Comparing Approaches

2008 · 8,391 citations

A Simple Panel Unit Root Test In The Presence Of Cross-Section Dependence

2007 · 7,838 citations

Unit Root Tests In Panel Data: Asymptotic And Finite-Sample Properties

2002 · 7,744 citations

Maximum Likelihood Estimation And Inference On Cointegration - With Applications To The Demand For Money

2009 · 7,404 citations

Estimation And Hypothesis Testing Of Cointegration Vectors In Gaussian Vector Autoregressive Models

1991 · 6,376 citations

How To Do Xtabond2: An Introduction To Difference And System GMM In Stata

2009 · 5,899 citations

Formulation And Estimation Of Stochastic Frontier Production Function Models

1977 · 5,852 citations