Econometrics

Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". The first known use of the term "econometrics" (in cognate form) was by Polish economist Paweł Ciompa in 1910. Jan Tinbergen is considered by many to be one of the founding fathers of econometrics. Ragnar Frisch …

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Publications

WHO: World Health Organization · 21 November 2024 English

vii, 43 p.

worked for Rand Corporation. Drystan has a MA in Econometrics from the University of North Carolina Greensboro


ADB: Asian Development Bank · 13 November 2024 English

This paper explores how oil price windfalls impact labor market regulation across 83 countries from 1970 to 2014.

BAMLE for Logit Models.” Journal of Applied Econometrics, 36 (1): 98–124.50 Esanov, Akram. 2006. “The


World Bank Group · 12 November 2024 English

This paper investigates the parenthood penalty in Indonesian labor markets, with a focus on gender disparities. It uses longitudinal data from the Indonesia Family Life Survey from 1993 to 2014 …

nces with multiple time periods. Journal of Econometrics, 225(2):200–230. Cameron, L., Suarez, D. C. heterogeneous treatment effects: a survey. The Econometrics Journal, 26(3):C1– C30. Francavilla, F. and with variation in treatment timing. Journal of Econometrics, 225(2):254–277. Halim, D. Johnson, H. C. . A synthesis of the recent econometrics literature. Journal of Econometrics, 235(2):2218–2244. Sant’Anna difference-in-differences estimators. Journal of Econometrics, 219(1):101–122. Sun, L. and Abraham, S. (2021)


World Bank Group · 12 November 2024 English

This paper investigates the relationship between the expectations of economic mobility and support for tax-financed education reforms using data from the Life in Transition Survey, which covers 39 countries in …

Hausman, J.A. 1978. “Specification Tests in Econometrics.” Econometrica 46 (6): 1251–71. Heinemann, Using Instrumental Variables.” Contributions to Econometrics. New York: Cambridge University Press. Torre


ADB: Asian Development Bank · 11 November 2024 English

This study finds that investing in sanitation not only improved children’s health, but also created valuable time-savings for all household members.

Diarrhea for Children in Rural India? Journal of Econometrics 112(1), 153–173. Kremer, M., J. Leino, E. Miguel


EPRS: European Parliamentary Research Service · 11 November 2024 English

The paper seeks to assess the current monetary policy stance of the European Central Bank (ECB). To do so, it analyses factors driving the inflation dynamics in the euro area …

Bank of New York, Applied Macroeconomics and Econometrics Center (AMEC), ‘Global Supply Chain Pressure


IADB: Inter-American Development Bank · 11 November 2024 English

Limited access to credit has been identified as a major constraint to sustainable municipal development, but empirical evidence on the effectiveness of credit operations remains inconclusive. This paper evaluates the …

and Pischke, J. S. (2009). Mostly harmless econometrics: An empiricist’s companion. Princeton University discontinuity design: A density test. Journal of Econometrics, 142(2):698–714. Monteiro, J. and Ferraz, C


IRENA: International Renewable Energy Agency · 11 November 2024 English

Renewable energy

2024). CE (n.d.), “E3ME Database”, Cambridge Econometrics, https://www.e3me.com/features/ Chancel, L.


SUERF: SUERF The European Money and Finance Forum · 7 November 2024 English

In the US, the failure of two regional banks, Silicon Valley Bank and Signature Bank, required the use of a systemic exception as authorities felt that the preservation of financial …

Mechanism from 2014 to end 2016. He holds an MSc in econometrics and mathematical economics from the London School


ADB: Asian Development Bank · 7 November 2024 English

Regional trade agreements should be seen as a key solution for improving international and regional coordination in solving global problems.

frontier production function models. Journal of econometrics, 6(1), 21–37. https://doi.org/10.1016/0304-4076(77)90052-5


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