STATISTICAL INFERENCE IN DYNAMIC ECONOMIC MODELS

By J. E. Kerrich. 1951

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. J. V. D. Ploeg
2. Michael P. Keane
3. P. Bekker
4. C. Gilbert
5. D. Qin
6. Badi H. Baltagi
7. Chandra R. Bhat
8. Michael J. Kolesar

Citations in the corpus

• Panel Data Discrete Choice Models of Consumer Demand (2013, background): “As Koopmans et al (1950) noted long ago, we cannot learn anything of substance from data without making some a priori structural assumptions (see Keane (2010a,b) for discussion of this issue).”
• THE ERROR TERM IN THE HISTORY OF TIME SERIES ECONOMETRICS (2001, background): “: Ayt '1 Gwt ' 5 «t ' with wt 5 @ yt21 + + + yt2t 1 zt zt21 + + + zt2t # , (3.1) where«t denotes errors in equations assumed to have a joint normal distribution+6 Estimation of~3+1! was recommended via the “reduced form”~see, e+g+, Mann and Wald, 1943; Koopmans, 1950!”
• Instrumental variable estimation based on grouped data (2005, background): “See e.g. ANDERSON and RUBIN (1949) and ANDERSON (1950).”