Who invented instrumental variable regression?
The history of economic words and ideas are addressed with a hope to deepen the workday dialogue of economists, while perhaps also casting lighten ongoing questions. The idea that instrumental variables estimation can be used to solve the identification problem can be used to estimate the coefficient on an endogenous variable.
Publication Name: Journal of Economic Perspectives
US inflation forecasts are examined in detail, with the Phillips curve assessed as a tool for forecasting.
Publication Name: Journal of Monetary Economics
Confidence intervals for autoregressive coefficients near one
Please see the abstract in the "Author Abstract" area.
Publication Name: Journal of Econometrics
- Abstracts: Fixed versus variable reference points in the risk-return relationship. Comparing alternative explanations for accounting risk-return relations
- Abstracts: The investment climate of Russian regions and ways to improve it. Specific features of land legislation in the Russian regions
- Abstracts: The accuracy of intermittent demand estimates. Forecasting the behaviour of manufacturing inventory. Long lead-time forecasting of UK air passengers by Holt-Winters methods with damped trend
- Abstracts: Structural breaks, ARIMA model and Finnish inflation forecasts. Bayesian prediction with cointegrated vector autoregressions
- Abstracts: Equilibrium with new investment opportunities. American option pricing under GARCH by a Markov chain approximation