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Empirical Relevance

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0003
Subject:
Economics and Finance, Econometrics

Chapter III explains and illustrates what it means for an economic theory to be empirically relevant. A theory’s empirical relevance depends on the empirical context in which it is tested and on the ... More


Qualitative Response Models

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0004
Subject:
Economics and Finance, Econometrics

Chapter IV discusseseconometric analyses of qualitative response models. A qualitative response model is an econometric modelin which the dependent variable is either discrete or half continuous and ... More


Non-Linear Cointegration in Foreign Exchange

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0008
Subject:
Economics and Finance, Econometrics

Chapter VIII presents a novel mathematical theory of non-linear cointegration among second-order random processes. It begins by explaining why the accepted characterization of integrated second-order ... More


Analysis of Positively Valued Economic Time Series

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0007
Subject:
Economics and Finance, Econometrics

Chapter VII has two purposes. One is to study the methodological problems that arise in analysing positively valued time series in foreign exchange. The other is to contrast the analysis of time ... More


Bridge Principles and Theory in Applied Econometrics

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0010
Subject:
Economics and Finance, Econometrics

The chapter begins with a discussion of the status of bridge principles in empirical analyses in which the data generating process does not appear. Then it contrasts the ideas of encompassing and ... More


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