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- ...| year = 2000 | title = Glejser's test revisited | journal = [[Journal of Econometrics]] | volume = 97 | issue = 1 | pages = 189–202 | doi = 10.1016/S0304-4076(00 ==Software Implementation== ...3 KB (396 words) - 13:50, 24 December 2024
- ...|chapter=The Breusch–Godfrey LM test for serial correlation |title=Applied Econometrics |location=New York |publisher=Palgrave Macmillan |edition=Second |year=2011 ==Software== ...8 KB (1,208 words) - 09:10, 12 January 2025
- A '''Newey–West estimator''' is used in [[statistics]] and [[econometrics]] to provide an estimate of the [[covariance matrix]] of the parameters of == Software implementations == ...10 KB (1,395 words) - 14:41, 9 February 2025
- ...er Castle and Neil Shephard (Eds) (2009) ''The Methodology and Practice of Econometrics - A Festschrift in Honour of David F. Hendry'' {{ISBN|978-0-19-923719-7}} ...approaches can be broadly classified into nonstructural and [[#Structural econometrics|structural]]. The '''nonstructural models''' are based primarily on [[stati ...18 KB (2,332 words) - 21:34, 28 October 2024
- ...very little change in results from the more complicated analysis. However, software is readily available for maximum-likelihood estimation of even moderately c ...and its Partial Derivatives: Theory and Application |journal=[[Journal of Econometrics]] |volume=146 |issue=1 |pages=185–198 |doi=10.1016/j.jeconom.2008.08.007 |s ...8 KB (1,119 words) - 21:23, 8 March 2023
- ...s; 2014 Sep 11.</ref> Join count statistics can be computed in a number of software packages including PASSaGE,<ref>https://www.passagesoftware.net/</ref> [[Ge ...7 KB (1,099 words) - 11:57, 24 July 2024
- In [[econometrics]], the '''Arellano–Bond estimator''' is a [[generalized method of moments]] ...roduce inconsistent estimators because they require certain [[Endogeneity (econometrics)|strict exogeneity]] assumptions. ...13 KB (1,991 words) - 07:12, 12 January 2024
- | fields = [[Econometrics]] ...everal computer programming companies including IMSL, [[BMDP]], and [[SAS (software)|SAS]].<ref>{{cite web |title=Richard L. Anderson: 1915–2003 |work=AMS |url ...7 KB (962 words) - 08:42, 26 January 2025
- A '''risk score''' is a metric used in [[statistics]], [[biostatistics]], [[econometrics]] and related disciplines to stratify a population for targeted screening. * [[COMPAS (software)|COMPAS]] score for recidivism, as reverse-engineered by ProPublica<ref>{{c ...11 KB (1,627 words) - 07:40, 19 July 2024
- ...fiers are also called [[binary regression]] models in [[statistics]]. In [[econometrics]], probabilistic classification in general is called [[discrete choice]]. ==Software Implementations== ...11 KB (1,470 words) - 19:54, 17 January 2024
- ...setting prices. Methods include [[economic model]]ing, [[statistics]], [[econometrics]], [[mathematical programming]]. This discipline had its origins in the de ...ich pricing strategies may vary, to [[Enterprise software|enterprise-class software applications]], integrated into price quoting and selling processes. ...15 KB (2,234 words) - 05:44, 1 July 2024
- ...nian Models — an Answer to Gridgeman's Paradox? |date=1997 |publisher=CAMO Software Statistical Methods |url=http://www.camo.com/resources/infodoc/thurstonian_ ...eir derivatives. Theoretical and computational results |journal=Journal of Econometrics |volume=72 |issue=1–2 |pages=85–134 |year=1996 |doi=10.1016/0304-4076(94)01 ...11 KB (1,618 words) - 09:46, 24 July 2024
- ...364|doi-access=free}}</ref><ref>{{Cite book|last=Hiyashi|first=Fumio|title=Econometrics|publisher=Princeton University Press|year=2000|pages=21}}</ref> ==Software implementations== ...14 KB (2,078 words) - 05:53, 29 October 2024
- ...scribe the model's structure. This approach requires powerful optimization software such as [[Artelys Knitro]] because of the high dimensionality of the optimi ...e=Dynamic discrete choice structural models: A survey | journal=Journal of Econometrics | publisher=Elsevier BV | volume=156 | issue=1 | year=2010 | issn=0304-4076 ...18 KB (2,637 words) - 22:49, 28 October 2024
- ...alom |first=Y. |title=Estimation and Tracking: Principles, Techniques, and Software [Reviews and Abstracts] |journal=IEEE Antennas and Propagation Magazine |pu ...effect of deterministic OLS processing of statistical inputs (of value in econometrics)<ref name= "web reference 2" /> ...31 KB (4,931 words) - 07:08, 29 January 2025
- ...t are passed. A synthesis of these fields is possible through the use of [[econometrics]] (statistics for economic analysis) and other [[Mathematical economics|qua ...models used in the U.S. justice system, particularly seen in the [[COMPAS (software)|Correctional Offender Management Profiling for Alternative Sanctions]] (CO ...36 KB (4,940 words) - 10:47, 9 February 2025
- ...ufficiently complex to require [[numerical methods]] of solution, aided by software.<ref name="Schmedders"/> Still others are complex but tractable enough to a ==Econometrics== ...134 KB (18,648 words) - 01:07, 15 February 2025
- ...ition]] computes orthonormal mode matrices and has found applications in [[econometrics]], [[signal processing]], [[computer vision]], [[computer graphics]], and [ ...ctominer.free.fr/ FactoMineR] (free exploratory multivariate data analysis software linked to [[R programming language|R]]) ...36 KB (5,605 words) - 18:31, 28 November 2024
- ...istic (i.e., interval and density) forecasts is much less popular, even in econometrics in general, mainly because of the increased complexity of the problem. Sinc ...me=":10" /> This is due mainly to the use of different datasets, different software implementations of the forecasting models and different error measures, but ...66 KB (8,802 words) - 06:05, 18 November 2024
- ...arriott|author2=Mark Salmon|title=Applications of Differential Geometry to Econometrics|url=https://books.google.com/books?id=1Jjm4I5tqkUC|year=2000|publisher=Camb * [[List of interactive geometry software]] ...102 KB (14,064 words) - 21:39, 16 February 2025