Blocked-Error-R 2 : A Conceptually Improved Definition of the Proportion of Explained Variance in Models Containing Loops or Correlated Residuals
Author
Abstract
Suggested Citation
DOI: 10.1007/s11135-005-1095-4
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Pesaran, M Hashem & Smith, Richard J, 1994. "A Generalized R[superscript]2 Criterion for Regression Models Estimated by the Instrumental Variables Method," Econometrica, Econometric Society, vol. 62(3), pages 705-710, May.
- David Rindskopf, 1984. "Using phantom and imaginary latent variables to parameterize constraints in linear structural models," Psychometrika, Springer;The Psychometric Society, vol. 49(1), pages 37-47, March.
- P. Bentler & Edward Freeman, 1983. "Tests for stability in linear structural equation systems," Psychometrika, Springer;The Psychometric Society, vol. 48(1), pages 143-145, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Klopp, Eric & Klößner, Stefan, 2019. "The Impact of Scaling Methods on the Properties and Interpretation of Parameter Estimates in Structural Equation Models with Latent Variables," OSF Preprints c9ke8, Center for Open Science.
- Ory, David Terrance, 2007. "Structural Equation Modeling of Relative Desired Travel Amounts," University of California Transportation Center, Working Papers qt7rb3x52m, University of California Transportation Center.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sergio Destefanis & Matteo Fragetta & Giuseppe Mastromatteo & Nazzareno Ruggiero, 2020.
"The Beveridge curve in the OECD before and after the great recession,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(3), pages 411-436, September.
- Sergio Destefanis & Giuseppe Mastromatteo, 2016. "The Beveridge Curve in the OECD. Before and after the great recession," Working Papers 5, Department of the Treasury, Ministry of the Economy and of Finance.
- Pepermans, Roland & Verleye, Gino & Van Cappellen, Sarah, 1996. "'Wallbanking', innovativeness and computer attitudes: 25-40-year-old ATM-users on the spot," Journal of Economic Psychology, Elsevier, vol. 17(6), pages 731-748, December.
- Bratsiotis, George J. & Robinson, Wayne A., 2016.
"Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(7), pages 1826-1849.
- Bratsiotis, George J. & Robinson, Wayne A., 2016. "Unit Total Costs: An Alternative Marginal Cost Proxy For Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1826-1849, October.
- George J. Bratsiotis & Wayne A. Robinson, 2014. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 192, Economics, The University of Manchester.
- Francisco Alcalá & Antonio Ciccone, 2004.
"Trade and Productivity,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(2), pages 613-646.
- Ciccone, Antonio & Alcalá, Francisco, 2001. "Trade and Productivity," CEPR Discussion Papers 3095, C.E.P.R. Discussion Papers.
- Francisco Alcalá & Antonio Ciccone, 2001. "Trade and productivity," Economics Working Papers 580, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2002.
- Francisco Alcalá & Antonio Ciccone, 2003. "Trade and Productivity," Working Papers 12, Barcelona School of Economics.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2017.
"The asymptotic behaviour of the residual sum of squares in models with multiple break points,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 667-698, October.
- Alastair R. Hall & Denise R. Osborn & Nikolaos Sakkas, 2015. "The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points," Economics Discussion Paper Series 1504, Economics, The University of Manchester.
- VÃtor Marques & Isabel Soares & Adelino Fortunato, 2012. "Application of a Structural Model to the Spanish Electricity Wholesale Market," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 65-108.
- Balakrishnan, Pulapre & Das, Mausumi & Parameswaran, M., 2017.
"The internal dynamic of Indian economic growth,"
Journal of Asian Economics, Elsevier, vol. 50(C), pages 46-61.
- Pulapre Balakrishnan & Mausumi Das & M Parameswaran, 2014. "The Internal Dynamic Of Indian Economic Growth," Working papers 239, Centre for Development Economics, Delhi School of Economics.
- Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023. "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, vol. 86(C).
- van der Linden, Sander, 2014. "On the relationship between personal experience, affect and risk perception: the case of climate change," LSE Research Online Documents on Economics 57689, London School of Economics and Political Science, LSE Library.
- Manjon, M.C., 2004. "Firm Size and Short-Term Dynamics in Aggregate Entry and Exit," Other publications TiSEM 2e3efce2-87b3-4b7a-aa83-7, Tilburg University, School of Economics and Management.
- Nigel Driffield & Sarmistha Pal, 2010.
"Evolution of capital structure in east Asia—corporate inertia or endeavours?,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(1), pages 1-29, January.
- Driffield, Nigel & Pal, Sarmistha, 2008. "Evolution of Capital Structure in East Asia: Corporate Inertia or Endeavours?," IZA Discussion Papers 3426, Institute of Labor Economics (IZA).
- Nigel Driffield & Sarmistha Pal, 2008. "Evolution of Capital Strcture in East Asia: Corporate Inertia or Endeavours?," CEDI Discussion Paper Series 08-04, Centre for Economic Development and Institutions(CEDI), Brunel University.
- Sarmistha Pal & Nigel Driffield, 2016. "Evolution of Capital Structure in East Asia: Corporate Inertia or Endeavours?," Working Papers id:8465, eSocialSciences.
- Tsonaka, R. & Moustaki, I., 2007. "Parameter constraints in generalized linear latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4164-4177, May.
- Rainone, Edoardo, 2020. "The network nature of over-the-counter interest rates," Journal of Financial Markets, Elsevier, vol. 47(C).
- repec:ctc:serie1:def11 is not listed on IDEAS
- Sean Holly & Ivan Petrella, 2012.
"Factor Demand Linkages, Technology Shocks, and the Business Cycle,"
The Review of Economics and Statistics, MIT Press, vol. 94(4), pages 948-963, November.
- Holly, Sean & Petrella, Ivan, 2009. "Factor Demand Linkages, Technology Shocks and the Business Cycle," MPRA Paper 18120, University Library of Munich, Germany.
- Holly, S. & Petrella, I., 2010. "Factor Demand Linkages, Technology Shocks and the Business Cycle," Cambridge Working Papers in Economics 1001, Faculty of Economics, University of Cambridge.
- Sean HOLLY & Ivan PETRELLA, 2010. "Factor demand linkages, technology shocks and the business cycle," Working Papers of Department of Economics, Leuven ces10.26, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- M. Hashem Pesaran & Larry W. Taylor, 1999.
"Diagnostics for IV Regressions,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 255-281, May.
- Pesaran, M. H. & Taylor, L.W., 1997. "Diagnostics for IV Regressions," Cambridge Working Papers in Economics 9709, Faculty of Economics, University of Cambridge.
- Leung, Charles Ka Yui & Chow, Kenneth & Yiu, Matthew & Tam, Dickson, 2010. "House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting," MPRA Paper 27367, University Library of Munich, Germany.
- Ben-Elia, Eran & Alexander, Bayarma & Hubers, Christa & Ettema, Dick, 2014. "Activity fragmentation, ICT and travel: An exploratory Path Analysis of spatiotemporal interrelationships," Transportation Research Part A: Policy and Practice, Elsevier, vol. 68(C), pages 56-74.
- Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013.
"Market timing, maturity mismatch, and risk management: Evidence from the banking industry,"
Discussion Papers
56/2013, Deutsche Bundesbank.
- Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013. "Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79733, Verein für Socialpolitik / German Economic Association.
- Savvides, Andreas, 1998. "Trade policy and income inequality: new evidence," Economics Letters, Elsevier, vol. 61(3), pages 365-372, December.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009.
"Identification of New Keynesian Phillips Curves from a Global Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
- Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P., 2008. "Identification of new Keynesian Phillips Curves from a global perspective," Working Paper Series 892, European Central Bank.
- Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo.
- Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," Cambridge Working Papers in Economics 0803, Faculty of Economics, University of Cambridge.
- Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P., 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," IZA Discussion Papers 3298, Institute of Labor Economics (IZA).
More about this item
Keywords
explained variance; R 2 ; beR 2 ; nonrecursive models; correlated errors; loops; reciprocal effects; structural equation models;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:qualqt:v:40:y:2006:i:4:p:629-649. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.