Econometric Methods I

By John T. Barkoulas. 2015

334 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d5ca4379bffba4cfb081bc39d59f7f106bb15bcb

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Citations in the corpus

From Late to MTE: Alternative Methods for the Evaluation of Policy Interventions (2016, unknown): “Even though treatment effects are likely to be heterogeneous, early standard econometric textbooks aimed at applied researchers did not pay much attention to heterogeneous treatment effects (see e.g. the textbooks by Johnston, 1963 or Maddala, 1992).”
US Metropolitan Area Resilience: Insights from dynamic spatial panel estimation (2017, background): “The n/3 smallest values are set to 1, the n/3 largest are set to 1 and the n/3 middle values are set to zero (Johnson, 1984; Kennedy, 2008).”
Cointegration and error correction (2013, methodology): “…the problem has a strong a¢ nity with the analysis of static simultaneous equations that we now associate with the research agenda of the Cowles Commission at the University of Chicago in the 1940s (see Koopmans 1949, and also any number of econometrics texts, such as Johnston and DiNardo 1997).”
Collinearity: a review of methods to deal with it and a simulation study evaluating their performance (2013, unknown): “…matrix (VIF=1 if orthogonal); Values > 10 (ri2>0.9) indicates variance over 10 times as large as case of orthogonal predictors >10 Tolerance 1/VIF <0.1 1: (Booth, et al. 1994); 2: (Belsley, et al. 1980, Douglass, et al. 2003, Johnston 1984); 4: (Belsley 1991, p. 27-28); 5: (Hair, et al. 1995) 1055”
The Relation Between Auditors' Fees for Non-Audit Services and Earnings Quality (2015, unknown): “We use percentile ranks rather than scaling by total audit firm revenue to mitigate error in the measurement of the relative magnitude of client-specific quasirents (Johnston 1984).”
Young rural women’s participation in the e-wallet programme and usage intensity of modern agricultural inputs in Nigeria (2018, background): “This has been described as an approach to deal with the problem of censored data (Johnson and Dinardo, 1997).”
Relationship between openness to trade and deforestation: : Empirical evidence from the Brazilian Amazon (2016, background): “Moreover, the random-effects model present the futher assumption that the unobserved term is uncorrelated with the explanatory variables (Johnston and Dinardo, 1997).”