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- ...n rates in [[401(k)]] plans<ref>Papke, L. E. and J. M. Wooldridge (1996): "Econometric Methods for Fractional Response Variables with an Application to 401(k) Pla There have been two approaches to modeling this problem. Even though they both rely on an [[Linear map#Index|index]] t ...4 KB (532 words) - 01:17, 11 October 2021
- ...tronger assumptions in terms of [[exogeneity]].<ref>Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, Mass.</ref> ...ate the baseline hazard as a nuisance function.<ref>Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, Mass.</ref> ...4 KB (536 words) - 18:45, 25 July 2024
- ...is designated as a reference against which other sets can be compared. In econometric studies, for example, the ridit scores measuring taste survey answers of a ...ly in the [[health science]]s (including nursing and [[epidemiology]]) and econometric preference studies.{{Citation needed|date=June 2011}} ...4 KB (568 words) - 18:34, 23 July 2023
- ...[explanatory variables]].<ref name="Wooldridge2002">Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, Mass.</ref> [[Category:Econometric modeling]] ...4 KB (567 words) - 01:52, 10 July 2023
- ...application of [[Markov chain Monte Carlo]] simulation to statistical and econometric models, first performed in the early 1990s, enabled Bayesian analysis to dr * incorporation of model incompleteness in econometric analysis. ...10 KB (1,470 words) - 18:53, 26 January 2024
- ...implicitly imposes two first order assumptions:<ref>Wooldridge, J. (2002): Econometric Analysis of Cross Section and Panel Data, MIT Press, Cambridge, Mass, pp 69 ...r solution model, refer to: Daniel J. Phaneuf, (1999): “A Dual Approach to Modeling Corner Solutions in Recreation Demand”,Journal of Environmental Economics a ...5 KB (829 words) - 09:11, 26 September 2023
- ...=":0">{{Cite journal |title=Generalized Instrumental Variable Models - The Econometric Society |url=http://www.econometricsociety.org/publications/econometrica/20 ...arameter Sets in Econometric Models | journal=Econometrica | publisher=The Econometric Society | volume=75 | issue=5 | year=2007 | issn=0012-9682 | doi=10.1111/j. ...10 KB (1,376 words) - 04:20, 22 December 2024
- ...e study of the range of differing approaches to undertaking [[Econometrics|econometric analysis]].<ref>Jennifer Castle and Neil Shephard (Eds) (2009) ''The Method The econometric approaches can be broadly classified into nonstructural and [[#Structural e ...18 KB (2,332 words) - 21:34, 28 October 2024
- {{short description|Regression analysis for modeling ordinal data}} ...l regression turns up often in the [[social sciences]], for example in the modeling of human levels of preference (on a scale from, say, 1–5 for "very poor" th ...10 KB (1,514 words) - 15:19, 19 September 2024
- ...[[econometrics]], [[Complexity|complexity theory]], [[decision analysis]], modeling, and the [[philosophy of science]]. Consider the problem of modeling and inferring the unobserved probability distribution of some ''K''-dimensi ...15 KB (1,992 words) - 00:13, 27 December 2024
- For example, for a linear econometric model, assume that at each period ''t'' we have <math>n_{t}</math> goods, w [[Category:Econometric modeling]] ...10 KB (1,502 words) - 02:46, 23 July 2024
- ...<ref>Williams, L. (1999). 'Revenue Management: Microeconomics and Business Modeling', ''Business Economics'' , 39-45.</ref> shows the connection between many o ...of granularity at which pricing decisions are made. This introduces both modeling and computation complexity not addressed in standard treatments of forecast ...15 KB (2,234 words) - 05:44, 1 July 2024
- The '''synthetic control method''' is an econometric method used to evaluate the effect of large-scale interventions. It was pro [[Category:Econometric modeling]] ...10 KB (1,365 words) - 01:37, 29 October 2024
- [[Category:Econometric modeling]] ...7 KB (992 words) - 16:26, 28 February 2024
- ...'''), also known as '''moving-average process''', is a common approach for modeling [[univariate]] time series.<ref name=":0">{{Cite book |author=Shumway, Robe ...Enders |first=Walter |chapter=Stationary Time-Series Models |title=Applied Econometric Time Series |location=New York |publisher=Wiley |edition=Second |year=2004 ...8 KB (1,136 words) - 16:00, 5 May 2024
- ...}}</ref> Clustered standard errors are widely used in a variety of applied econometric settings, including [[Difference in differences|difference-in-differences]] ...rors are often justified by possible correlation in [[Errors and residuals|modeling residuals]] within each cluster; while recent work suggests that this is no ...10 KB (1,404 words) - 08:51, 9 October 2024
- | title = Modeling Bounded Rationality | publisher = [[The Econometric Society]]| url = http://discovery.ucl.ac.uk/15001/1/15001.pdf ...12 KB (1,633 words) - 01:28, 5 September 2024
- There are various statistical and econometric analyses used to forecast demand.<ref name=":0">{{Cite book |last=Wilkinson ...eling And Forecasting Financial Performance Of A Business: Statistical And Econometric Approach |url=http://dx.doi.org/10.15405/epsbs.2019.03.48 |journal=The Euro ...21 KB (3,138 words) - 18:29, 8 December 2024
- ...ics''', is a field of [[applied mathematics]], concerned with mathematical modeling in the [[Finance#Quantitative_finance|financial field]]. ...ce]] and [[financial engineering]]. The latter focuses on applications and modeling, often with the help of [[stochastic asset model]]s, while the former focus ...23 KB (3,035 words) - 01:35, 20 February 2025
- ==Modeling== ...book |first=Eric |last=Ghysels |first2=Denise R. |last2=Osborn |title=The Econometric Analysis of Seasonal Time Series |publisher=Cambridge University Press |loc ...21 KB (2,936 words) - 17:48, 6 September 2024