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econometrics |
Also found in: Financial, Encyclopedia, Wikipedia, Hutchinson | 0.02 sec. |
econometrics mathematical methods used in the science of economics to prove and develop economic theories. See also: Economics
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| It is econometrically difficult to discern an output gap using usual methods when prices are falling and especially when nominal interest rates near zero. Econometrically, we need to check the spurious regression problem proposed by Granger and Newbold (1974) since the integrated orders between the return and time-varying beta are different. I address this issue econometrically in two different ways. |
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