We Ran One Regression
By David F. Hendry, Hans-Martin Krolzig. 2004
183 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/e968be57fb2683f0c0c5b15a388be1d32c00e45a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Anke Hoeffler
- Paul Collier
- Valérie Mignon
- Charalambos G. Tsangarides
- G. Dufrénot
- Jonathan D. Ostry
- Andrew Berg
- Mark F. J. Steel
In Statistics and Probability
- Charalambos G. Tsangarides
- Paul Collier
- Mark F. J. Steel
- G. Dufrénot
- Valérie Mignon
- D. Rohner
- Anke Hoeffler
- Chris Hans
Citations in the corpus
- What Makes Growth Sustained? (2008, background): “So far, this does not sound very different from the standard model selection problem in empirical growth analysis, which has received significant attention in recent years (for example, Fernandez et al., 2001; Sala i Martin et al., 2004; Hoover and Perez, 2004; and Hendry and Krolzig, 2004).”
- The Properties of Automatic Gets Modelling (2005, unknown): “…in their search for significant regressors, but we doubt such a procedure will be effective, and have instead developed a variant of Gets : see Hendry and Krolzig (2004a) for details, who apply that idea to selecting non-linear representations, and Hendry, Johansen and Santos (2004), who…”
- Model Averaging and Its Use in Economics (2017, methodology): “They find many more occurrences of disjointness, where regressors are substitutes and really should not appear together. However, these latter regressors tend to be fairly unimportant drivers of growth. Man (2017) compares different jointness measures using data from a variety of disciplines and fin”
- What Segments Equity Markets (2011, unknown): “Hendry and Krolzig (2004) compare the model selection algorithm implemented in PcGets with alternative approaches used in the empirical growth literature, including the approach by Sala-i-Martin’s (1997) who ran two million regressions.”
- The trade-growth nexus in the developing countries: a quantile regression approach (2010, background): “See, e.g., Hendry and Krolzig (2004) or on the Least Absolute Shrinkage and Selection Operator (LASSO) estimator Zou (2006).”
- Beyond greed and grievance: feasibility and civil war (2008, methodology): “More recently this method has also been used in a cross-section context (Hendry and Krolzig, 2004).”
- Determinants of Economic Growth: Will Data Tell? (2010, unknown): “The settings used allow to replicate the results of Hendry and Krolzig (2004).”
- Inflation in Pakistan: Money or Wheat? (2006, unknown): “12 The routine is described and illustrated in Hendry and Krolzig (2004).”
- Why Has China Grown so Fast? The Role of Physical and Human Capital Formation (2011, unknown): “The following brief discussion of general-to-specific methodology draws heavily on Owen (2003), Hendry and Krolzig (2004), Hoover and Perez (2004), and Doornik and Hendry (2007).”