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On applied econometric research
Author(s) -
Heesterman A. R. G.
Publication year - 1970
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1970.tb00115.x
Subject(s) - coincidence , connection (principal bundle) , relation (database) , econometrics , point (geometry) , mathematical economics , series (stratigraphy) , mathematics , computer science , econometric model , data mining , medicine , paleontology , geometry , alternative medicine , pathology , biology
Summary This paper discusses criteria by which one may investigate whether stochastic relations and models are correctly specified. In this connection, the concept of the systematic coincidence arises. A systematic coincidence is a specified relationship, which, on closer analysis, appears to be the result of simultaneous interdependence via the model as a whole, and not a valid relation in its own right at all. The problem is then surveyed from the point of view of the practical research worker, and the emphasis is on time‐series analysis.