econometrics

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  • noun

Words related to econometrics

the application of mathematics and statistics to the study of economic and financial data

References in periodicals archive ?
We extend Silvia and Iqbal's idea of a structural change and test the notion econometrically in the next section.
Thus, it is desirable to econometrically test the null hypothesis that drinking is exogenous in the absenteeism equation.
The data that are required to evaluate econometrically household responses to alternative pension policy environments are limited in many respects.
Econometrically, I use a two-stage, least-squares fixed effects (FE) model.
In the past, that relationship has been more obscure and harder to find econometrically because countries had different inflation performance, so you needed to sort out how much of the interest rate spread was due to inflation and how much reflected the real cost of borrowing.
Also, we test econometrically whether productivity growth has experienced a structural break.
This provides a motivating framework for our empirical analysis, where we examine econometrically whether R&D embodied in exports and outward FDI are significant channels for outward-diffusion of domestic knowledge and what impact these knowledge spillovers have on production in the home country.
The model uses some parameters--most notably, the coefficients on labor and capital in the production function--that are imposed rather than econometrically estimated.
To further explore patterns of smoking behavior, Kenkel econometrically analyzes data on individual life-course smoking histories from retrospective information available in six cycles of the Tobacco Use Supplements to the Current Population Survey (TUS-CPS).
All marginal product estimates used in the AE tests are from econometrically estimated generalized Cobb-Douglas functions explaining the value of farm output.
9) California is an excellent candidate for empirical analysis because it has been a pioneer in the establishment of comprehensive private place smoking bans and because its pattern of passage of smoking bans provides econometrically useful variation in ban coverage and jurisdiction.
To answer the question, Chinn and Frankel econometrically estimate determinants of the shares of major currencies in the reserve holdings of the world's central banks.
Ukraine's performance is shown econometrically by Havrylshyn, Izvorski, and van Rooden ("Growth in Transition Economies 1990-97 - An Econometric Analysis with Application to Ukraine") as consistent with the general growth experiences of other transition economies and explained very well by the lack of institutional reform.
Section three examines movements in trade and technology indicators for three industry groups - representing high and low-tech sectors - and section four econometrically estimates the extent to which these factors explain the trends in US inequality.
4) The central concern of this study is to econometrically investigate the causes of long-term migration from Fiji to New Zealand during 1970-94 by formulating and testing a model within the human capital theory framework.