Using large samples in econometrics

Spatial Econometrics using MATLAB

Toolboxes are the name given by the MathWorks to related sets of MATLAB functions aimed at solving a particular class of problems. Toolboxes of functions useful in signal processing, optimization, statistics, finance and a host of other areas are available from the MathWorks as add-ons to the standard MATLAB software distribution. I use the term Spatial Econometrics Toolbox to refer to my publi...

Gene coexpression measures in large heterogeneous samples using count statistics.

With the advent of high-throughput technologies making large-scale gene expression data readily available, developing appropriate computational tools to process these data and distill insights into systems biology has been an important part of the "big data" challenge. Gene coexpression is one of the earliest techniques developed that is still widely in use for functional annotation, pathway an...

Using Godambe-durbin Estimating Functions in Econometrics

This paper explains why Godambe-Durbin \estimating functions" (EFs) from 1960 are worthy of attention in econometrics. Godambe and Kale (1991) show the failures of Gauss-Markov and least squares and prove the small-sample superiority of EFs. There are many areas of Econometrics including unit root estimation, generalized method of moments (GMM), panel data models, etc., which can use some simpl...

Using " Insider Econometrics " to Study Productivity

Griliches' 1994 presidential address considers the limited success economists had in trying to account for the productivity slowdown of the 1970's and 1980's, and "urges us toward the task of observation and measurement." In the 1990's, the high rates of productivity growth emphasized the need for new models of productivity, this time turning to estimating organization-level determinants of pro...

Activation Analysis of Large Samples