Questions tagged [applied-econometrics]

Use this tag to discuss empirical papers and issues arising when applying theoretical models to data.

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2answers
318 views

How do we estimate production functions?

In a standard economics education we learn about production functions, indicating an output as a function of a given input of capital and labour. An average model looks like this: (1) $F(L,K)=L^{...
5
votes
2answers
682 views

Dealing with Missing Data when Testing the CAPM

Question How should I deal with missing data when trying to test the CAPM? Specifically, there are some stocks that are newly listed and/or delisted at any time. I don't want to exclude assets for ...
4
votes
0answers
60 views

How to econometrically identify perfect complements in production?

The production $$f(x_i,...,x_n)=\min\{x_i,...,x_n\}$$ is pretty straight forward and usually with smaller size data sets and can usually be picked up on rather quickly in an intuitive sense. ...
2
votes
2answers
129 views

Interpretation of a differenced regression

I'm experimenting with some data in R and I've found that though there is statistical significance between two variables, however their changes are not statistically significant. I first ran a ...
2
votes
1answer
395 views

Testing the long run phillips curve / Contradicting empirical results?

I've been working with some historical macroeconomic data of the Canadian economy and am having difficulty empirically testing the Phillips curve long run and short run versions. I got the data from ...