Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification |
0 |
0 |
0 |
50 |
1 |
1 |
5 |
220 |
Early Empirical Findings on the Consumption Function, Stylized Facts or Fiction: A Retrospective View |
0 |
0 |
0 |
68 |
0 |
0 |
0 |
170 |
Editorial introduction |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
41 |
Error in economics and the error statistical approach - Error in Economics. Towards a More Evidence-Based Methodology, Julian Reiss, Routledge, 2007, xxiv + 246 pages |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
85 |
Foundational Issues in Statistical Modeling: Statistical Model Specification and Validation |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
128 |
Frequentist Model-based Statistical Induction and the Replication Crisis |
0 |
1 |
4 |
6 |
1 |
2 |
9 |
19 |
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* |
0 |
0 |
1 |
54 |
0 |
0 |
7 |
267 |
Liquidity as a Latent Variable-An Application of the MIMIC Model |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
190 |
MACROECONOMIC LINKAGES IN MEXICO |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
80 |
MIS†SPECIFICATION TESTING IN RETROSPECT |
0 |
0 |
0 |
11 |
0 |
1 |
1 |
45 |
Model Validation and DSGE Modeling |
0 |
0 |
1 |
14 |
1 |
3 |
4 |
33 |
Near-collinearity in linear regression revisited: The numerical vs. the statistical perspective |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
14 |
On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models |
0 |
0 |
1 |
58 |
0 |
0 |
4 |
128 |
On Modelling Speculative Prices: The Empirical Literature |
0 |
0 |
0 |
95 |
1 |
1 |
1 |
347 |
On Rereading Haavelmo: A Retrospective View of Econometric Modeling |
0 |
0 |
2 |
27 |
0 |
0 |
3 |
56 |
On modeling heterogeneity in linear models using trend polynomials |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
57 |
On theory testing in econometrics: Modeling with nonexperimental data |
0 |
2 |
4 |
183 |
0 |
3 |
8 |
415 |
Probability, Econometrics and Truth: The Methodology of Econometrics |
0 |
0 |
0 |
37 |
1 |
2 |
3 |
100 |
Revisiting Error‐Autocorrelation Correction: Common Factor Restrictions and Granger Non‐Causality* |
0 |
0 |
1 |
43 |
0 |
0 |
3 |
219 |
Revisiting Haavelmo's structural econometrics: bridging the gap between theory and data |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
26 |
Revisiting data mining: 'hunting' with or without a license |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
58 |
Revisiting the Large n (Sample Size) Problem: How to Avert Spurious Significance Results |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated |
1 |
3 |
5 |
5 |
5 |
8 |
15 |
15 |
Revisiting the omitted variables argument: Substantive vs. statistical adequacy |
0 |
0 |
0 |
107 |
0 |
3 |
6 |
631 |
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity |
0 |
1 |
3 |
86 |
0 |
1 |
5 |
349 |
Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence |
0 |
0 |
1 |
3 |
1 |
2 |
5 |
58 |
Statistical adequacy and the trustworthiness of empirical evidence: Statistical vs. substantive information |
0 |
0 |
0 |
42 |
0 |
0 |
3 |
269 |
Statistical modeling and inference in the era of Data Science and Graphical Causal modeling |
0 |
1 |
7 |
13 |
1 |
3 |
15 |
27 |
Testing for Nonstationarity Using Maximum Entropy Resampling: A Misspecification Testing Perspective |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
113 |
The Model Specification Problem from a Probabilistic Reduction Perspective |
0 |
0 |
2 |
47 |
0 |
0 |
2 |
136 |
The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
304 |
The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
185 |
The problem of near-multicollinearity revisited: erratic vs systematic volatility |
1 |
2 |
5 |
95 |
1 |
2 |
7 |
286 |
The simultaneous-equations model revisited: Statistical adequacy and identification |
0 |
0 |
2 |
178 |
0 |
0 |
7 |
392 |
Transforming structural econometrics: substantive vs. statistical premises of inference |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
21 |
Walter A. Friedman, Fortune Tellers: The Story of America's First Economic Forecasters (Princeton: Princeton University Press, 2013), pp. 288, $29.95, hardcover. ISBN 978-0-69115-911-9 |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
14 |
Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum |
0 |
0 |
2 |
6 |
0 |
1 |
4 |
31 |
Total Journal Articles |
2 |
10 |
42 |
1,469 |
16 |
41 |
135 |
5,531 |