G2TT
来源类型Discussion paper
规范类型论文
来源IDDP39
DP39 What Will Take the Con Out of Econometrics?
Adrian Pagan; Michael McAleer
发表日期1985
出版年1985
语种英语
摘要The paper begins with the question of whether Leamer's Extreme Bounds Analysis (EBA) really does "Take the Con Out of Econometrics" By analytically demonstrating that the extreme bounds are simply functions of the F-statistic for the deletion of variables from a regression, we conclude that the information provided by EBA represents no advance over that available from traditional methods. Furthermore, there is a degree of arbitrariness in EBA which exactly parallels the selective reporting of regressions it was designed to supplant. The last part of the paper attempts a positive response to its title. By following a well defined series of modelling steps, we maintain that Cooley and Le Roy's EBA-derived conclusions concerning the interest elasticity of money demand owe more to a faulty methodology than to the data.
关键词Econometric models Extreme bounds analysis Methodology Statistics
URLhttps://cepr.org/publications/dp39
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/529195
推荐引用方式
GB/T 7714
Adrian Pagan,Michael McAleer. DP39 What Will Take the Con Out of Econometrics?. 1985.
条目包含的文件
条目无相关文件。
个性服务
推荐该条目
保存到收藏夹
导出为Endnote文件
谷歌学术
谷歌学术中相似的文章
[Adrian Pagan]的文章
[Michael McAleer]的文章
百度学术
百度学术中相似的文章
[Adrian Pagan]的文章
[Michael McAleer]的文章
必应学术
必应学术中相似的文章
[Adrian Pagan]的文章
[Michael McAleer]的文章
相关权益政策
暂无数据
收藏/分享

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。