Contributions to econometrics and dynamic economics include (1) demand for durable goods, Demand for Automobiles in the United States: A Study in Consumer Durables (North-Holland Publishing Company, ...

Econometricians—practitioners of econometrics—transform models developed by economic theorists into versions that can be estimated. As Stock and Watson (2007) put it, “econometric methods are used in ...

This paper examines the econometric causal model and the interpretation of empirical evidence based on thought experiments that was developed by Ragnar Frisch and Trygve Haavelmo. We compare the ...

This course is available on the BSc in Econometrics and Mathematical Economics, BSc in Economics and BSc in Mathematics and Economics. This course is available with permission as an outside option to ...

We propose several econometric measures of systemic risk to capture the interconnectedness among the monthly returns of hedge funds, banks, brokers, and insurance companies based on principal ...

There will be a reading week in Week 6 of WT (no lectures or classes that week). Davidson, Russell, and James G. MacKinnon. Econometric theory and methods. Vol. 5. New York: Oxford University Press, ...

Gaur, Vishal, Marshall L. Fisher, and Ananth Raman. "An Econometric Analysis of Inventory Turnover Performance in Retail Services." Management Science 51, no. 2 (February 2005): 181–194.

Rotemberg, Julio J., and Michael Woodford. "An Optimization-based Econometric Framework for the Evaluation of Monetary Policy." NBER Macroeconomics Annual 12 (1997): 297–344.

bimets is an R package developed with the aim to ease time series analysis and to build up a framework that facilitates the definition, estimation, and simulation of simultaneous equation models.