The Probability Approach in Econometrics

Cited in

(71)

Interactive construction of graphical decision models based on causal mechanisms
Consistent and asymptotically normal PLS estimators for linear structural equations
The blessings of multiple causes
Causal discourse in a game of incomplete information
Writing ``the probability approach with nowhere to go: Haavelmo in the United States, 1939--1944
FRISCH'S ECONOMETRIC LABORATORY AND THE RISE OF TRYGVE HAAVELMO'S PROBABILITY APPROACH
Specification tests for partially identified models defined by moment inequalities
Stochastic ceteris paribus simulations
On the identifiability of parameters in Thurstone's multiple factor analysis
Instrumental variables: an econometrician's perspective
Dr C R Rao's contributions to the advancement of economic science
Determinants of firm-level domestic sales and exports with spillovers: evidence from China
On the estimation of returns to scale, technical progress and monopolistic markups
Justification of functional form assumptions in structural models: applications and testing of qualitative measurement axioms
Introduction to the Journal of Econometrics annals issue on ``Subjective expectations and probabilities in economics
Latent Variable Modelling: A Survey*
Typologies of linear dynamic systems and models
scientific article; zbMATH DE number 7046740 (Why is no real title available?)
Stabilizing variable selection and regression
Testing for Granger-causality in quantiles
Testing in econometrics: Are economic theories testable?
A method for agent-based models validation
On the unidentifiability of the fixed-effects 3PL model
Design and estimation problems when estimating a regression coefficient from survey data
How Likelihood and Identification went Bayesian
On fuzzy theory for econometrics
Sir Clive W. J. Granger memorial special issue on econometrics: an introduction
Past, present and future of econometrics
For objective causal inference, design trumps analysis
Empirical model particularities and belief in the natural rate hypothesis
Identification of the long-run and the short-run structure. An application to the ISLM model
Causal impact of masks, policies, behavior on early Covid-19 pandemic in the U.S.
On theory testing in econometrics. Modeling with nonexperimental data
Veridical data science
Improving monetary policy models
Modelling skewness and kurtosis with the BCPE density in GAMLSS
Green and grue causal variables
The ontological status of shocks and trends in macroeconomics
Invariance axioms and functional form restrictions in structural models
Paired-associate learning with short-term retention: Mathematical analysis and data regarding identification of parameters
Tests for the error component model in the presence of local misspecification
``So much data. Who needs probability? Have we been here before?
Quasi-experimental and experimental approaches to environmental economics
Panel forecasts of country-level Covid-19 infections
The prejudices of least squares, principal components and common factors schemes
Conditional variance penalties and domain shift robustness
Econometric Causality
Two-sample instrumental variable analyses using heterogeneous samples
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
A consistent nonparametric test of ergodicity for time series with applications
Clive W. J. Granger and cointegration
Exact modelling and identifiability of linear systems
A two-stage penalized least squares method for constructing large systems of structural equations
Learning stable and predictive structures in kinetic systems
Graphical methods, inductive causal inference, and econometrics: a literature review
Robustifying independent component analysis by adjusting for group-wise stationary noise
Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
Toward Causal Inference for Spatio-Temporal Data: Conflict and Forest Loss in Colombia
Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
Environment invariant linear least squares
Econometric causality: the central role of thought experiments
Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
Causality in econometrics: choice vs chance
Factor-analysis estimation of simultaneity-error models
On semiparametric instrumental variable estimation of average treatment effects through data fusion
From statistical to causal learning
Dynamic deconvolution and identification of independent autoregressive sources
scientific article; zbMATH DE number 7546224 (Why is no real title available?)
Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective
Locally robust inference for non-Gaussian linear simultaneous equations models
The Book of Why: The New Science of Cause and Effect

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