Everything about Econometric model

🧭 Start here: a 6-step reading path

1. Read the overview: Econometric modelA 5-minute orientation
2. Skim a recent paper: Sustainalism: An Integrated Socio-Economic-Environmental Model to Address Sustainable Development and SustainabilityInfluential work since 2022
3. Pick up a classic book: Econometric analysisThe most-reprinted book on the subject
4. Read the landmark paper: Investigating Causal Relations by Econometric Models and Cross-spectral MethodsCited 17,634 times
5. Go sideways: Endogeneity (econometrics)A closely related topic
6. Go sideways: Methodology of econometricsA closely related topic

🏆 Landmark papers (most cited)

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

  C. W. J. Granger · 1969 · Econometrica · 17,634 citations

• Proper Econometric Specification of the Gravity Model

  Laszlo Matyas · 1997 · The World Economy · 363 citations

• Econometric Model Determination

  Peter C. B. Phillips · 1996 · Econometrica · 136 citations

• The Gravity Model: Some Econometric Considerations

  László Mátyás · 1998 · The World Economy · 116 citations

• AN ECONOMETRIC MODEL OF INTRAURBAN LOCATION*

  Donald N. Steinnes, Walter D. Fisher · 1974 · Journal of Regional Science · 103 citations

• CHALLENGES FOR ECONOMETRIC MODEL SELECTION

  Bruce E. Hansen · 2005 · Econometric Theory · 57 citations

• Econometric model-building at regional level

  Lawrence R. Klein, Norman J. Glickman · 1977 · Regional Science and Urban Economics · 43 citations

• An Econometric Model of Tourist Demand

  Nikolaos Dritsakis, Spiros Athanasiadis · 2000 · Journal of Hospitality & Leisure Marketing · 39 citations

🆕 Influential since 2022

• Sustainalism: An Integrated Socio-Economic-Environmental Model to Address Sustainable Development and Sustainability

  N. P. Hariram, K. B. Mekha, Vipinraj Suganthan · 2023 · Sustainability · 650 citations

• Energy storage technologies: An integrated survey of developments, global economical/environmental effects, optimal scheduling model, and sustainable adaption policies

  Mohammad Amir, Radhika G. Deshmukh, Haris M. Khalid · 2023 · Journal of Energy Storage · 582 citations

• Short-term hydropower optimization driven by innovative time-adapting econometric model

  Diego Avesani, Ariele Zanfei, Nicola Di Marco · 2022 · Applied Energy · 48 citations

• A spatial econometric multivariate model of Okun's law

  J. Paul Elhorst, Silvia Emili · 2022 · Regional Science and Urban Economics · 39 citations

• An Econometric Model of International Growth Dynamics for Long-Horizon Forecasting

  Ulrich K. Müller, James H. Stock, Mark W. Watson · 2022 · The Review of Economics and Statistics · 37 citations

📚 Books worth reading

• Econometric analysisGreene, William H. · 1990
• Introduction to Computable General Equilibrium ModelsMary E. Burfisher · 2011
• Basic econometricsDamodar N. Gujarati · 1978
• 📕Financial EconometricsPeijie Wang · 2002
• Econometric methodsJohnston, J. · 1963
• Applied choice analysisDavid A. Hensher, John M. Rose · 2005
• The economics of entrepreneurshipSimon C. Parker · 2005
• Introductory Econometrics for FinanceChris Brooks · 2008

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

🔗 Related topics

• Endogeneity (econometrics) In econometrics, endogeneity broadly refers to situations in which an explanatory variable is correlated with the error term. In simplest terms, endogeneity…
• Methodology of econometrics The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis. The econometric approaches can be…
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• Structural estimation In econometrics, structural estimation is a technique for estimating deep "structural" parameters of theoretical economic models. The term is inherited…
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• Simultaneous equations model Simultaneous equations models are a type of statistical model in which the dependent variables are functions of other dependent variables, rather than…
• Bayesian vector autoregression In statistics and econometrics, Bayesian vector autoregression (BVAR) uses Bayesian methods to estimate a vector autoregression (VAR) model. BVAR differs…