Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
Econometrics is the application of statistical methods to economic data for various purposes such as of testing hypotheses, infering causal relationships and forecasting future trends. Only use this tag for questions relating to the theoretical aspect of an econometric technique.
1
vote
Which measure to check in analysis (p-values or $R^2$)?
Well, adjusted R2 has more merit than R2. R2 will always rise (or at least stay the same) as you add more variables (even if the variables are not statistically significant). Thus in theory you could …
0
votes
Which measure to check in analysis (p-values or $R^2$)?
If you want to forecast it is common practice to split your sample up into two parts - the "estimation sample" and the "forecast sample". The estimation sample is used to, you guessed it, estimate you …
2
votes
0
answers
134
views
Framing effects and the use of subjective wellbeing measures in behavioural
In my first foray into behavioural economics I have encountered two themes;
- Self-reported subjective wellbeing (SWB) is commonly used as a measure of wellbeing. Survey based SWB measures are frequen …
2
votes
1
answer
326
views
Appropriate estimator for FDI "gravity" model
I am trying to model Foreign Direct Investment (FDI) flows and am facing several issues;
There is the well-known condition that under heteroskedasticity log-linearized OLS models are biased and incon …
6
votes
1
answer
591
views
Omitted variables in gravity model
I'm trying to construct a gravity model for EU trade flows using a panel dataset, but am suffering from what appears to be a persistent omitted variable problem. My residuals display a queer log-like, …