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Academic journal
Econometrica is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published
Econometrica
two years for empirical or theoretical applied research published in Econometrica during the previous five years. The award was named in honor of Ragnar
Frisch_Medal
Academic society of economists which publishes journals
statisticians.The Econometric Society sponsors the economics academic journal Econometrica and publishes the journals Theoretical Economics and Quantitative Economics
Econometric_Society
Indian academic (born 1951)
theory and mathematical economics. He has published, among others, in Econometrica, Games and Economic Behavior, Journal of Economic Theory, and Quarterly
Pradeep_Dubey
American economist and Nobel laureate (born 1942)
Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation". Econometrica. 50 (4): 987–1008. doi:10.2307/1912773. JSTOR 1912773. Engle, Robert
Robert_F._Engle
Israeli and American economist
co-editor of Econometrica. She has also served on various journal editorial boards, including the American Economic Review, Econometrica, Games and Economic
Leeat_Yariv
Fellows of the Econometric Society". Econometrica. 1 (4): 445. JSTOR 1907338. "Election of Fellows, 1935". Econometrica. 3 (4): 477–479. October 1935. JSTOR 1905639
List of fellows of the Econometric Society
List_of_fellows_of_the_Econometric_Society
American economist
games. He has published over 60 articles in leading journals, including Econometrica, the American Economic Review, the Journal of Political Economy, and
Dirk_Bergemann
Italian economist
International Economic Studies in Stockholm. He has been a co-editor of Econometrica, managing editor of the Review of Economic Studies (2002-2006), and chief
Fabrizio_Zilibotti
Finance model linking expected return to systematic risk
2307/1924119. Mossin, Jan (1966). "Equilibrium in a Capital Asset Market". Econometrica. 34 (4): 768–783. doi:10.2307/1910098. Markowitz, Harry (1952). "Portfolio
Capital_asset_pricing_model
economics. The journals in question are the American Economic Review, Econometrica, Journal of Political Economy, Quarterly Journal of Economics, and the
Top Five Journals in Economics
Top_Five_Journals_in_Economics
Economics, the Journal of Economic Literature, and Econometrica. He has served as a co-editor of Econometrica and the American Economic Review. "Faculty". Economics
Larry_Samuelson
Statistical property
the term, see McCulloch, J. Huston (1985). "On Heteros*edasticity". Econometrica. 53 (2): 483. JSTOR 1911250. White, Halbert (1980). "A heteroskedasticity-consistent
Homoscedasticity and heteroscedasticity
Homoscedasticity_and_heteroscedasticity
Empirical statistical testing of economic theories
R. N. Stone (1954). "Report of the Evaluative Committee for Econometrica", Econometrica 22(2), p. 142. [p p. 141-146], as described and cited in Pesaran
Econometrics
Worldwide economic depression (1929–1939)
Irving (October 1933). "The Debt-Deflation Theory of Great Depressions". Econometrica. 1 (4). The Econometric Society: 337–57. doi:10.2307/1907327. JSTOR 1907327
Great_Depression
Hungarian mathematician
(1939), "A New Formula for the Index of Cost of Living", Econometrica, 7 (4), Econometrica, Vol. 7, No. 4: 319–331, doi:10.2307/1906982, JSTOR 1906982
Abraham_Wald
British economist and Nobel laureate (1934–2009)
"The typical spectral shape of an economic variable", which appeared in Econometrica in 1966. Both the book and the article proved influential in the adoption
Clive_Granger
Econometric Society (1975), and served as the Co-editor of the journal Econometrica. His PhD thesis at Stanford University (1966) On - Some Econometric Problems
Kenneth_F._Wallis
American economist
and Self-Control, Econometrica 2001. Faruk Gul and Wolfgang Pesendorfer, Self-Control and the Theory of Consumption, Econometrica 2004. Faruk Gul and
Wolfgang_Pesendorfer
American economist
Econometrica. 59 (4): 1161–1167. doi:10.2307/2938179. JSTOR 2938179. — (1994). "The Asymptotic Variance of Semiparametric Estimators". Econometrica.
Whitney_K._Newey
British professor of Political Economy and Econometrics
Institute of Mathematical Statistics. Linton is an associate editor with Econometrica, a co-editor at Econometric Theory, and a joint editor of Royal Economic
Oliver_Linton
Norwegian economist and Nobel Laureate (1895–1973)
founders of the Econometric Society in 1930, and edited the journal Econometrica for its first 21 years. He has given name to the Frisch Medal, which
Ragnar_Frisch
English economist (born 1963)
Princeton, Yale, and the University of Pennsylvania. He was the editor of Econometrica for the period 2007–2011, and in 2019 served as president of the Econometric
Stephen_Morris_(economist)
American economist (born 1953)
Srivastava, Econometrica 1991), and experimental economics ("An Experimental Study of the Centipede Game" with R. McKelvey, Econometrica 1992). "Fellows
Thomas_Palfrey
Statistical test
Michael R. (1985). "Formulating Wald Tests of Nonlinear Restrictions". Econometrica. 53 (6): 1465–1468. doi:10.2307/1913221. JSTOR 1913221. Archived from
Wald_test
Branch of applied mathematics
Bjerkholt, Olav (July 1995). "Ragnar Frisch, Editor of Econometrica 1933-1954". Econometrica. 63 (4): 755–765. doi:10.2307/2171799. ISSN 0012-9682. JSTOR 1906940
Mathematical_economics
American mathematician (1914–2005)
(1949). "Programming of Interdependent Activities: I General Discussion". Econometrica. 17 (3/4): 193–9. doi:10.2307/1905522. JSTOR 1905522. Dantzig, George
George_Dantzig
Econometrician
assistant editor at The Econometrics Journal, Econometric Theory, and Econometrica. Schennach is a native of Innsbruck, and remains a citizen of Austria
Susanne_Schennach
French economist and Nobel laureate (1921–2004)
Debreu, Gérard (July 1951). "The coefficient of resource utilization". Econometrica. 19 (3): 273–292. doi:10.2307/1906814. JSTOR 1906814. Pdf. Archived 2016-03-07
Gérard_Debreu
Greek-British economist
his article “Estimating Labour Supply Responses using Tax Reforms” (Econometrica, 1998, Vol. 66, No. 4, with Richard Blundell and Alan Duncan). Following
Costas_Meghir
American economist
Professor of Economics at Harvard University and an associate editor of Econometrica and American Economic Journal: Applied Economics. Her research areas
Rebecca_Diamond_(economist)
Problem in process of sharing surplus
2021-02-05 Nash, John (1953-01-01). "Two-Person Cooperative Games". Econometrica. 21 (1): 128–140. doi:10.2307/1906951. JSTOR 1906951. Walker, Paul (2005)
Cooperative_bargaining
American economist
in the Quarterly Journal of Economics, the American Economic Review, Econometrica, and The Journal of Political Economy. Klenow received his PhD from Stanford
Pete_Klenow
Theory of equilibrium between supply and demand
(1954). "The Existence of an Equilibrium for a Competitive Economy". Econometrica. 22 (3): 265–290. doi:10.2307/1907353. JSTOR 1907353. McKenzie, Lionel
General_equilibrium_theory
Ukrainian economist (born 1978)
01768.x. with Eduardo Faingold: Reputation in Continuous-Time Games. Econometrica 79(3), May 2011, 773–876, doi:10.3982/ECTA7377. with Andrzej Skrzypacz:
Yuliy_Sannikov
Canadian economist (born 1955)
econometrics and has published a large part of his work in the journal Econometrica. He is also affiliated with the Yale Department of Statistics. Fellow
Donald_Andrews
American economist
including the Quarterly Journal of Economics, American Economic Review, Econometrica, and Journal of Political Economy. He is a research associate at the
Christopher_Walters
Statistical test
Estimation of Economic Relationships Using Instrumental Variables". Econometrica. 26 (3): 393–415. doi:10.2307/1907619. JSTOR 1907619. Sargan, J. D. (1988)
Sargan–Hansen_test
Formula for measuring financial risk
J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625
Sharpe_ratio
Statistical hypothesis test in econometrics
Tests of Independence between Stochastic Regressors and Disturbances". Econometrica. 41 (4): 733–750. doi:10.2307/1914093. ISSN 0012-9682. JSTOR 1914093
Durbin–Wu–Hausman_test
Japanese economist (1935–2026)
Comparative Study of Alternative Estimators in a Distributed Lag Model". Econometrica. 35 (3–4): 509–529. doi:10.2307/1905652. JSTOR 1905652. Amemiya, Takeshi;
Takeshi_Amemiya
Indian-American economist
Structure of Nash Equilibrium in Repeated Games with Finite Automata". Econometrica. 56 (6): 1259. doi:10.2307/1913097. JSTOR 1913097. Abreu, Dilip; Milgrom
Dilip_Abreu
editor of The Review of Economic Studies since 2010, associate editor of Econometrica since 2015 and editor-in-chief of ACM Transactions on Multimedia Computing
Ilya_Segal
American economist
of the Econometric Society in 2020. Jones was a previous co-editor of Econometrica. At Stanford, Jones holds several other credentials, including a Faculty
Charles_I._Jones
American mathematician and economist
Having Production Lags", 1947, Econometrica. "The Business Cycle as a Self-Sustaining Oscillation", 1949, Econometrica. "The Multiplier as a Matrix",
Richard_M._Goodwin
American economist
National Academy of Sciences. She previously served as a co editor of Econometrica and was a member of the Expert Panel of the Copenhagen Consensus. She
Nancy_Stokey
American economist (1921–2017)
"Alternative approaches to the theory of choice in risk-taking situations". Econometrica. 19 (4). The Econometric Society: 404–37. doi:10.2307/1907465. JSTOR 1907465
Kenneth_Arrow
Mathematical function having a characteristic S-shaped curve or sigmoid curve
381–385. Fisk, P. R. (1961). "The Graduation of Income Distributions". Econometrica. 29 (2): 171–185. doi:10.2307/1909287. Gauss, C. F. (1809). Theoria motvs
Sigmoid_function
Amartya (March 1976). "Poverty: An Ordinal Approach to Measurement". Econometrica. 44 (2): 219–231. doi:10.2307/1912718. JSTOR 1912718. Shaikh, Anwar;
List of countries by inequality-adjusted income
List_of_countries_by_inequality-adjusted_income
American economist (1930–2018)
with a dissertation on inventories that was later published in parts in Econometrica. Lovell's older brother Hugh Gilbert Lovell was also an economist. Their
Michael_C._Lovell
Argentine economist
professor of economics at Yale University. She is the current editor of Econometrica, and has served as a member of the editorial board of the American Economic
Marina_Halac
Social science studying goods and services
1937). "Mr. Keynes and the "Classics": A Suggested Interpretation". Econometrica. 5 (2): 147–159. doi:10.2307/1907242. JSTOR 1907242. Black, R.D. Collison
Economics
Cultivation of plants and animals to produce foods, fibers, fuels, and raw materials
"Hybrid Corn: An Exploration in the Economics of Technological Change". Econometrica. 25 (4): 501–522. doi:10.2307/1905380. ISSN 0012-9682. JSTOR 1905380
Agriculture
American economist
Daniel (1984). "Specification Tests for the Multinomial Logit Model". Econometrica. 52 (5): 1219–1240. doi:10.2307/1910997. hdl:1721.1/64213. JSTOR 1910997
Jerry_A._Hausman
American economist
Problems," Econometrica, 1975 (with M. Smorodinsky) "Proportional Solutions to Bargaining Situations: Interpersonal Utility Comparisons," Econometrica, 1977
Ehud_Kalai
American economist
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix" (PDF). Econometrica. 55 (3): 703–708. doi:10.2307/1913610. JSTOR 1913610. S2CID 122867679
Kenneth_D._West
Polish economist and diplomat (1904–1965)
method", Econometrica 1942. "The Foundations of Welfare Economics", Econometrica 1942. "The Stability of Economic Equilibrium", Econometrica. 1942. "Say's
Oskar_R._Lange
Israeli–American economist
professional service, he has performed editorial duties at the journals Econometrica, American Economic Review, American Economic Journal: Applied Economics
Joshua_Angrist
French economist and entrepreneur
Evidence from Runoffs with Two or Three Candidates (with Clémence Tricaud), Econometrica, 86(5), pp. 1621–1649, September 2018 Will a Five-Minute Discussion Change
Vincent_Pons
Time series model
Heteroskedasticity with Estimates of the Variance of United Kingdom Inflation". Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. JSTOR 1912773. Bollerslev, Tim
Autoregressive conditional heteroskedasticity
Autoregressive_conditional_heteroskedasticity
experimental study of the centipede game," Econometrica 60(4), 803–836. Nash, John (1950) "The Bargaining Problem" Econometrica 18: 155–162. Ochs, J. and A.E. Roth
List_of_games_in_game_theory
Statistical model for censored regressands
"Estimation of Relationships for Limited Dependent Variables" (PDF). Econometrica. 26 (1): 24–36. doi:10.2307/1907382. JSTOR 1907382. Amemiya, Takeshi
Tobit_model
American mathematician and statistician (1919–2010)
(1949). "Bayes and Minimax Solutions of Sequential Decision Problems". Econometrica. 17 (3/4): 213–244. doi:10.2307/1905525. JSTOR 1905525. Blackwell, David
David_Blackwell
American economist
co-editor of the American Economic Review from 2009 to 2010 and editor of Econometrica from 2015 to 2019. Fellow of the Econometric Society in 1990 Member of
Joel_Sobel
American economist (1922–2017)
Order Linear Difference Equations with Constant Coefficients", 1958, Econometrica. "The Cardinal Utility which is Ordinal", 1958, EJ. Business Behavior
William_Baumol
Italian polymath (1848–1923)
prior to his death. Amoroso, Luigi (January 1938). "Vilfredo Pareto". Econometrica. 6 (1): 1–21. doi:10.2307/1910081. JSTOR 1910081. van Suntum, Ulrich
Vilfredo_Pareto
British and Australian economist and statistician
1921 to 1941", Econometrica, Vol. 17, No. 2 (April 1949), pp. 93–124 "The Economic Functions of a City in Relation to Its Size", Econometrica, Vol. 13, No
Colin_Clark_(economist)
Axiom of decision theory and social sciences
Ray, Paramesh (1973). "Independence from Irrelevant Alternatives". Econometrica. 41 (5): 987–991. doi:10.2307/1913820. JSTOR 1913820. Discusses and deduces
Independence of irrelevant alternatives
Independence_of_irrelevant_alternatives
Ukrainian professor (born 1978)
Review, Journal of Political Economy, Quarterly Journal of Economics, Econometrica, Review of Economic Studies, Journal of European Economic Association
Yuriy_Gorodnichenko
Japanese heterodox economist and public intellectual
System", Econometrica. Morishima, Michio (1959), "Some Properties of a Dynamic Leontief System with a Spectrum of Techniques", Econometrica. Morishima
Michio_Morishima
Economic theory that asset prices fully reflect all available information
JSTOR 2726977. Cowles, Alfred (1933). "Can Stock Market Forecasters Forecast?". Econometrica. 1 (3): 309–324. doi:10.2307/1907042. See Working (1934); Cowles & Jones
Efficient-market_hypothesis
Theory of behavioral economics
predictions under uncertainty. Prospect theory was introduced in a 1979 Econometrica paper by Kahneman and Tversky as a descriptive alternative to expected
Prospect_theory
American economist (born 1953)
journals, including American Economic Review, Journal of Econometrics, Econometrica, and Journal of Finance. His research in macroeconomics, finance, and
Sanford_J._Grossman
Theorem in statistics and econometrics
1933 paper by Ragnar Frisch and Frederick Waugh in the first volume of Econometrica. At the time, there was debate among economists over the proper way to
Frisch–Waugh–Lovell_theorem
Economic concept
Varian, Hal R (1982). "The Nonparametric Approach to Demand Analysis". Econometrica. 50 (4): 945–973. doi:10.2307/1912771. JSTOR 1912771. S2CID 39758686
Revealed_preference
French economist and mathematician (1801–1877)
Econometrica. 6 (3): 193–197. doi:10.2307/1907050. ISSN 0012-9682. JSTOR 1907050. Roy, René (1933). "Cournot et l'école mathématique". Econometrica.
Antoine_Augustin_Cournot
Indian politician
Econometrica. 33 (3): 619–623. doi:10.2307/1911757. JSTOR 1911757. Swamy, Subramanian (1963). "Notes on Fractile Graphical Analysis". Econometrica. 31
Subramanian_Swamy
Proof all ranked voting rules have spoilers
Gibbard, Allan (1973). "Manipulation of Voting Schemes: A General Result". Econometrica. 41 (4): 587–601. doi:10.2307/1914083. ISSN 0012-9682. JSTOR 1914083
Arrow's_impossibility_theorem
Industrial activity producing goods for sale using labor and machines
"Cost Reduction, Competition, and Industry Performance". Econometrica. 52 (1). Econometrica – Journal of the Economic Society, Vol. 52, No. 1 (Jan. 1984):
Manufacturing
American economist (1919–2010)
Equilibrium for a Competitive Economy", Econometrica, 1959. McKenzie, Lionel W. (1976). "Turnpike Theory". Econometrica. 44 (5): 841–865. doi:10.2307/1911532
Lionel_W._McKenzie
Econometric term
Instability and Structural Change with Unknown Change Point" (PDF). Econometrica. 61 (4): 821–856. doi:10.2307/2951764. JSTOR 2951764. Archived (PDF)
Structural_break
American economist and Nobel Laureate (born 1943)
"The Stability of Models of Money and Growth with Perfect Foresight". Econometrica. 41 (6): 1043–48. doi:10.2307/1914034. JSTOR 1914034. Sargent, Thomas
Thomas_J._Sargent
1970s paradigm shift in economic thought, named for American economist Robert Lucas
ISBN 0-12-619751-2. Frisch, Ragnar (1938). "The Double-Expenditure Method". Econometrica. 6 (1): 85–90. doi:10.2307/1910087. ISSN 0012-9682. Haavelmo, Trygve
Lucas_critique
American accounting theorist and experimental economist
security markets” with C. R. Plott, Econometrica, 1988. “Market for Information: Experimental Evidence”, Econometrica, 1992. Sunder has served in numerous
Shyam_Sunder_(economist)
Parameter estimation technique in statistics, particularly econometrics
"Large Sample Properties of Generalized Method of Moments Estimators". Econometrica. 50 (4): 1029–1054. doi:10.2307/1912775. JSTOR 1912775. Newey, W.; McFadden
Generalized_method_of_moments
Example of irrational preferences over lotteries
Regardless, in 1953 Allais published his finding of the Allais paradox in Econometrica, an economics peer-reviewed journal. Allais' work was yet to be considered
Allais_paradox
American economist (born 1951)
Theory, Experimentation, and Computation as Tools for Design Economics". Econometrica. 70 (4): 1341–1378. doi:10.1111/1468-0262.00335. JSTOR 3082001. Roth
Alvin_E._Roth
American economist
School Choice on Participants: Evidence from Randomized Lotteries". Econometrica.{{cite journal}}: CS1 maint: multiple names: authors list (link) Levitt
Steven_Levitt
Statistical tool
Heteroscedasticity and Autocorrelation Consistent Covariance Matrix" (PDF). Econometrica. 55 (3): 703–708. doi:10.2307/1913610. JSTOR 1913610. Andrews, Donald
Newey–West_estimator
Italian economist
economics. Outside of her academic appointment, she is co-editor of Econometrica, and an affiliate of the Centre for Economic Policy Research and Bureau
Oriana_Bandiera
Feature of some stochastic processes
squares regressions for being generated by the Gaussian random walk". Econometrica. 51 (1): 153–174. doi:10.2307/1912252. JSTOR 1912252. Sargan, J. D.;
Unit_root
Field of economics to evaluate well-being
Informationally Efficient and Decentralized Mechanism with Fair Outcomes". Econometrica. 61 (5): 1147–1172. doi:10.2307/2951496. JSTOR 2951496. Chipman, John
Welfare_economics
American economist
Halbert (1982), "Maximum Likelihood Estimation of Misspecified Models", Econometrica, 50 (1): 1–25, doi:10.2307/1912526, hdl:10338.dmlcz/142956, JSTOR 1912526
Halbert_White
French mathematician (1871–1956)
John von Neumann objected to this assignment of priority in a letter to Econometrica published in 1953 where he asserted that Borel could not have defined
Émile_Borel
Greek-American economist
oligopoly in international markets: The case of the US automobile industry". Econometrica. 63 (4): 891–951. doi:10.2307/2171803. JSTOR 2171803. De Loecker, Jan;
Pinelopi_Koujianou_Goldberg
Type of statistical model
method of linear estimation of coefficients in a structural equation". Econometrica. 25 (1): 77–83. doi:10.2307/1907743. JSTOR 1907743. Theil, Henri (1971)
Simultaneous_equations_model
Economics theory
John W. (January 1964). "Risk Aversion in the Small and in the Large". Econometrica. 32 (1/2): 122–136. doi:10.2307/1913738. JSTOR 1913738. "Zender's lecture
Risk_aversion
Mathematical models of strategic interactions
"Games with Imperfectly Observable Actions in Continuous Time" (PDF). Econometrica. 75 (5): 1285–1329. doi:10.1111/j.1468-0262.2007.00795.x. Tagiew, Rustam
Game_theory
American economist
its Insurance Working Group since 2016. He is an associate editor of Econometrica since 2024 and Journal of Finance since 2022. He was previously an associate
Motohiro_Yogo
1215/00182702-2005-024. Sonnenschein, Hugo (1972). "Market excess-demand functions". Econometrica. 40 (3): 549–563. doi:10.2307/1913184. JSTOR 1913184. S2CID 55002985
Excess_demand_function
ECONOMETRICA
ECONOMETRICA
ECONOMETRICA
ECONOMETRICA
Girl/Female
Australian, Swedish
Grace; Favor
Boy/Male
Indian
Servant of the kind, All-gentle (Allah)
Surname or Lastname
English
English : variant spelling of Trim.
Boy/Male
Arabic, Muslim
Lion Cub
Boy/Male
Biblical
Father of judgment.
Boy/Male
Indian, Sanskrit
Patient; Enduring
Girl/Female
Norse
Fighting woman.
Boy/Male
British, English, Hebrew, Irish, Polish
Place Where Deer Graze; Pearl; Lord; Possessor; Diminutive of Darby; Mother of Pearl; Marble
Girl/Female
American, Australian, British, Christian, English, German, Lebanese, Swedish, Teutonic
Noble; Nobility; Kind; Brightness; Sweet
Boy/Male
Muslim
Happy
ECONOMETRICA
ECONOMETRICA
ECONOMETRICA
ECONOMETRICA
ECONOMETRICA