Application of multiple regression models for inflation modelling by Ana Čuvak, Žilvinas Kalinauskas

“…This paper examines the Lithuanian consumer price inflation from 1996 January till 2006 December using a modern non-stationary time series and econometric theory.  The multiple regressionmodels are proposed for inflation modeling. …”
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Isaiah Andrews, 2021 John Bates Clark Medalist by Mikusheva, Anna, Shapiro, Jesse M

“…In this article, we review Isaiah’s contributions to econometric theory in the context of Isaiah’s receipt of the 2021 John Bates Clark Medal. …”
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The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry.

“…The book strikes a balance between econometric theory and empirical work, and demonstrates the influence that Hendry's research has had on the direction of modern econometrics.…”

Evaluating PcGets and RETINA as Automatic Model Selection Algorithms. by Castle, J

“…RETINA's Matlab implementation of the code is explained, then the program is compared with PcGets on the data in Perez-Amaral, Gallo and White (2005, Econometric Theory, Vol. 21, pp. 262-277), "A Comparison of Complementary Automatic Modelling Methods: RETINA and PcGets", and Hoover and Perez (1999, Econometrics Journal, Vol. 2, pp. 167-191), "Data Mining Reconsidered: Encompassing and the General-to-specific Approach to Specification Search". …”

Explaining Cointegration Analysis: Part 1. by Hendry, D, Juselius, K

“…Classical econometric theory assumes that observed data come from a stationary process, where means and variances are constant over time. …”

Non-linear effects of fiscal adjustments on output growth: Does uncertain environment matter? by Soon, Siew Voon

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Essays on empirical econometrics by Gdula, OE

“…The aim of the chapter is to bridge the gap between econometric theory and its applications. The chapter focuses on binary-outcome models with random coefficients and endogeneity, and a set-identifying approach to this model developed by Chesher and Rosen (2014). …”

Cointegration Vector Estimation by Panel DOLS: Gray economy and human development by Seyyed Ali Paytakhti Oskooe, Laleh Tabaghchi Akbari

“…Recent developments in the econometric theory lead to presenting estimators which are appropriate for the small samples and time series with the convergence relation. …”
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Information and material delays effect on price setting, operating contribution margins and cash conversion cycles in feed ingredients supply chain by Marcos Fraiha

“…Design/methodology/approach – An empirical dynamic model, loaded with econometric theory of price effect on competitive demand, was used to describe the input data. …”
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The effects of capital constraints on the growth of agricultural cooperatives by Meng-Fen Yen, Mario J. Miranda, Ani Katchova

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Opportunities for modelling inflation processes in Lithuania by Ana Čuvak, Žilvinas Kalinauskas

“…This paper examines Lithuanian consumer price inflation using a modern stationary time series and econometric theory. The vector autoregression model is proposed for inflation modelling. …”
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LIMIT THEOREMS FOR FACTOR MODELS by Anatolyev, Stanislav, Mikusheva, Anna

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Do humans process data like Stata? An experimental study by Chan, Yi Rong, Goh, Yun Sheen, Pei, Jiaoying

“…In accordance with econometric theory, we also find a smaller variance in the treatment with wider spread using an experimental approach, though dispersion between the two treatments is not statistically significant.…”
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Analisis Permintaan Riset Dan Pengembangan Pada Industri Jamu di Indonesia by Perpustakaan UGM, i-lib

“…To meet the required number for a sample based on econometric theory, quarterly interpolation is used. This study uses the cointegration approach, dynamic linear model, and reciprocal model for analysis. …”

Reflection of Regulatory Announcement in Equity Market: Fresh Insight from Oil & Gas Sector of Pakistan by Muhammad Husnain, Anam Faraz, Waris Ali

“…In line with the financial and econometric theory criteria, we use the sales growth, leverage, liquidity and tangibility as control variables. …”
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Fuzzy logic approach in mode choice modelling for education trips: a case study of indian metropolitan city by Ashu Shivkumar Kedia, Krishna Bhuneshwar Saw, Bhimaji Krishnaji Katti

“…Logit modelling approach is the conventional method generally adopted for analysing mode choice behaviour, which is based on the principle of random utility maximization derived from econometric theory. However, such models cannot address uncertainity prevailing in the choice decisions. …”
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Exploring the Patterns of Funded Papers in Social Science in Taiwan by Huei-Ru Dong

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Modern Paradigm Regarding Capital Markets: Fractal Market Hypothesis. Determination of the Hurst Exponent on the Romanian Capital Market by Ana-Maria Metescu

“…Classical statistical and econometric theory, intended to provide functional forecasting models in capital markets, is the mathematical foundation for a number of theories - efficient market theory, Harry Markowitz's optimized portfolio theory, the CAPM model developed by Sharpe, and the modern theory of portfolio - Modern Portfolio Theory (MPT). …”
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Christians and Buddhists Are Comparably Happy on Twitter: A Large-Scale Linguistic Analysis of Religious Differences in Social, Cognitive, and Emotional Tendencies by Chih-Yu Chen, Tsung-Ren Huang, Tsung-Ren Huang

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Spatial Spillovers of Financial Risk and Their Dynamic Evolution: Evidence from Listed Financial Institutions in China by Shaowei Chen, Long Guo, Qiang (Patrick) Qiang

“…Then, we construct a spatial error financial network panel model by combining complex network and spatial econometric theory to explore the spatial spillover variability. …”
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