Econometrics (Page 1)

Convergence of Probability Measures

A Theory of the Term Structure of Interest Rates

Self-Rated Health and Mortality: A Review of Twenty-Seven Community Studies

Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

A general and simple method for obtaining <i>R</i>² from generalized linear mixed‐effects models

Power analysis and determination of sample size for covariance structure modeling.

Longitudinal Data Analysis for Discrete and Continuous Outcomes

Determining Lyapunov exponents from a time series

Deciding on the Number of Classes in Latent Class Analysis and Growth Mixture Modeling: A Monte Carlo Simulation Study

Beyond Baron and Kenny: Statistical Mediation Analysis in the New Millennium

Illiquidity and stock returns: cross-section and time-series effects

Understanding Information Technology Usage: A Test of Competing Models

Weighted kappa: Nominal scale agreement provision for scaled disagreement or partial credit.

A Modified Poisson Regression Approach to Prospective Studies with Binary Data

Applied Regression Analysis

Estimating Nonresponse Bias in Mail Surveys

Estimating Nonresponse Bias in Mail Surveys

A simple panel unit root test in the presence of cross‐section dependence

Generalized linear mixed models: a practical guide for ecology and evolution

Describing the uncertainties in experimental results

Structural Equation Models with Unobservable Variables and Measurement Error: Algebra and Statistics

Biometry: The Principles and Practice of Statistics in Biological Research

When to use and how to report the results of PLS-SEM

Evaluating the use of exploratory factor analysis in psychological research.

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Random effects structure for confirmatory hypothesis testing: Keep it maximal

A Caution Regarding Rules of Thumb for Variance Inflation Factors

Biases in Dynamic Models with Fixed Effects

Spatial Econometrics: Methods and Models

Measuring nominal scale agreement among many raters.

The General Theory of Employment, Interest and Money.

Nonparametric statistical testing of EEG- and MEG-data

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

Nonparametric Estimation from Incomplete Observations

Structural Equations with Latent Variables.

A rationale and test for the number of factors in factor analysis

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

A simulation study of the number of events per variable in logistic regression analysis

Sensitivity of Goodness of Fit Indexes to Lack of Measurement Invariance

Structural Model Evaluation and Modification: An Interval Estimation Approach

Statistical Analysis With Missing Data

Statistical Procedures for Agricultural Research.

Power-Law Distributions in Empirical Data

Confidence Limits for the Indirect Effect: Distribution of the Product and Resampling Methods

Collinearity: a review of methods to deal with it and a simulation study evaluating their performance

Social Change and Crime Rate Trends: A Routine Activity Approach

Attitude-behavior relations: A theoretical analysis and review of empirical research.

Dropout from Higher Education: A Theoretical Synthesis of Recent Research

Using daily stock returns

A reliability coefficient for maximum likelihood factor analysis

Accounting for common method variance in cross-sectional research designs.

How to do Xtabond2: An Introduction to Difference and System GMM in Stata

Additive logistic regression: a statistical view of boosting (With discussion and a rejoinder by the authors)

The arbitrage theory of capital asset pricing

The Jackknife, the Bootstrap and Other Resampling Plans

Density Estimation for Statistics and Data Analysis

Statistical Aspects of the Analysis of Data From Retrospective Studies of Disease

The Pure Theory of Public Expenditure

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

A review of methods for the assessment of prediction errors in conservation presence/absence models

Estimation of Relationships for Limited Dependent Variables

Robust Estimation of a Location Parameter

A protocol for data exploration to avoid common statistical problems

Dynamic Conditional Correlation

A power primer.

Nonparametric permutation tests for functional neuroimaging: A primer with examples

Mostly Harmless Econometrics

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

Gravity with Gravitas: A Solution to the Border Puzzle

Does the Stock Market Overreact?

Probability, Random Variables, and Stochastic Processes.

Statistical Decision Theory and Bayesian Analysis

What To Do (and Not to Do) with Time-Series Cross-Section Data

A Simple Model of Herd Behavior

On the measurement of inequality

Wage Discrimination: Reduced Form and Structural Estimates

Option pricing: A simplified approach

Optimum consumption and portfolio rules in a continuous-time model

Estimating the sample mean and standard deviation from the sample size, median, range and/or interquartile range

Loss Aversion in Riskless Choice: A Reference-Dependent Model

Forming inferences about some intraclass correlation coefficients.

Instrumental Variables Regression with Weak Instruments

Calculating and reporting effect sizes to facilitate cumulative science: a practical primer for t-tests and ANOVAs

Basic principles of ROC analysis

Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error

Bayesian Model Selection in Social Research

An Empirical Evaluation of Accounting Income Numbers

A Partial Least Squares Latent Variable Modeling Approach for Measuring Interaction Effects: Results from a Monte Carlo Simulation Study and an Electronic-Mail Emotion/Adoption Study

Understanding individual human mobility patterns

The relationship between return and market value of common stocks

Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

Spurious regressions in econometrics

The equity premium: A puzzle

Applied Multivariate Statistical Analysis.

On the Evaluation of Structural Equation Models

Fundamentals of Statistical Signal Processing: Estimation Theory

Noise Trader Risk in Financial Markets

A model for technical inefficiency effects in a stochastic frontier production function for panel data

Optimization of conditional value-at-risk

Time to Build and Aggregate Fluctuations