transport infrastructure is an important factorforthe spatialdistribution ofgoods, services andinnovationswithinand between regions, and also an important factorin locating andestablishingbusinessesinthe region. this research aims to analyze the effects of transportation infrustructure on industrial concentration in the iranian provinces. for this aim, we have specified econometrics models and ...

Econometricians sweat linear algebra. Be it for linear or non-linear problems of estimation or inference, matrix algebra is a natural way of expressing these problems on paper. However, when it comes to writing computer programs to either implement tried and tested econometric procedures, or to research and prototype new routines, programming languages such as C or Fortran are more of a burden ...

We make the case that psychologists should make wider use of structural econometric methods. These methods involve the development of maximum likelihood estimates of models, where the likelihood function is tailored to the structural model. In recent years these models have been developed for a wide range of behavioral models of choice under uncertainty. We explain the components of this method...

In the first chapter, I estimate dynamic factors from the term structure of credit spreads and the term structure of equity option implied volatilities, and I provide a comprehensive characterization of the dynamic relationships among those credit spread factors and equity volatility factors. I find strong evidence that the volatility factors, especially the volatility level factor, Granger cau...

Although it is common to refer to “the bootstrap,” there are actually a great many different bootstrap methods that can be used in econometrics. We emphasize the use of bootstrap methods for inference, particularly hypothesis testing, and we also discuss bootstrap confidence intervals. There are important cases in which bootstrap inference tends to be more accurate than asymptotic inference. Ho...