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The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit p...

Several issues relating to goodness of fit in structural equations are examined. The convergence and differentiation criteria, as applied by Bagozzi, are shown not to stand up under mathematical or statistical analysis. ...

The relationship between co-integration and error correction models, first suggested in Granger (1981), is here extended and used to develop estimation procedures, tests, and empirical examples. If each element of a vect...

"Fundamentals of Statistical Signal Processing: Estimation Theory." Technometrics, 37(4), pp. 465–466

This paper gives a systematic application of maximum likelihood inference concerning cointegration vectors in non-stationary vector valued autoregressive time series models with Gaussian errors, where the model includes ...

Given a sequence of independent identically distributed random variables with a common probability density function, the problem of the estimation of a probability density function and of determining the mode of a probab...

Sample selection bias as a specification error This paper discusses the bias that results from using non-randomly selected samples to estimate behavioral relationships as an ordinary specification error or «omitted vari...

influenced particles characteristics in Northern Territory Australia based on airborne measurements. Atmospheric Research, 96(1). pp. 103-109.

Materias / palabras clave: Structural equation modeling; Interpretation (philosophy); Econometrics; Latent variable; Process (computing); Management science; Epistemology; Computer science; Psychology; Mathematics; Positive economics; Statistics