The Probability Approach in Econometrics

Cited in

(76)

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

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