Despite significant mathematical refinements, econometrics has shown the weaknesses of its logical underpinnings, primarily during economic turning points—financial crises, pandemics, and geopolitical ...

Introduction to Financial Market Volatility Estimation and Modeling Review of High-Frequency Econometrics for Financial Data Analysis of Risk Premiums in Continuous-Time Models Econometrics for ...

Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...

Arnold Zellner, a leading economist at the University of Chicago Booth School of Business who pioneered the field of Bayesian econometrics, died August 11 at his home in the Hyde Park neighborhood of ...

ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...

Spatial econometrics addresses the challenges posed by spatially correlated data, enabling researchers to understand and quantify how economic phenomena in one location can influence those in ...

“As a means of suggesting possibilities and probabilities rather than anything else, taken with enough grains of salt and applied with superlative common sense, [econometrics] won’t do much harm. That ...