This article considers the problem of inference for nested least squares averaging estimators. We study the asymptotic behavior of the Mallows model averaging estimator (MMA; Hansen, 2007) and the ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables. For example, economists connect the ...

Vol. 16, No. 1, EC 2 2010 SPECIAL ISSUE: IDENTIFICATION IN ECONOMETRICS, THEORY AND APPLICATIONS (2013), pp. 103-134 (32 pages) The robustness of the Lagrange ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...