J.S. Mehta

Temple University - Mathematics Department

Wachman Hall

1805 North Broad Street

Philadelphia, PA 19122

United States

SCHOLARLY PAPERS

5

DOWNLOADS

655

TOTAL CITATIONS

4

Scholarly Papers (5)

1.

Spurious Regressions in Econometrics: Reconsideration

Number of pages: 9 Posted: 03 Feb 2019
Federal Reserve Board, Federal Reserve Board, Temple University - Mathematics Department and American University - Department of Mathematics & Statistics
Downloads 444 (135,566)
Citation 2

Abstract:

Loading...

common cause, independent dependent variable and a regressor, t-raio, relevant pre-existing condition

2.

A Feasible Generalized Least Squares Approach to Estimating Total Causal Effects in a Regression

Number of pages: 35 Posted: 03 Feb 2019
Federal Reserve Board, Federal Reserve Board, Temple University - Mathematics Department and American University - Department of Mathematics & Statistics
Downloads 70 (672,083)

Abstract:

Loading...

unique time-varying coefficient and unique error term, direct effect, indirect effect, and total effect of a regressor, omitted relevant regressor, coefficient driver, measurement-error bias

3.

The State of Econometrics After Pratt, Schlaifer, Skyrms, and Basmann

Number of pages: 37 Posted: 01 Jun 2019
Federal Reserve Board, Federal Reserve Board, Temple University - Mathematics Department and American University - Department of Mathematics & Statistics
Downloads 68 (682,220)

Abstract:

Loading...

unique time-varying coefficient and unique error term; direct effect; indirect effect; and total effect of a regressor; omitted relevant regressor; coefficient driver; measurement-error bias

4.

Alternative Approaches to the Econometrics of Panel Data

Number of pages: 90 Posted: 05 Mar 2019
Federal Reserve Board, Federal Reserve Board, Temple University - Mathematics Department and American University - Department of Mathematics & Statistics
Downloads 47 (809,988)
Citation 2

Abstract:

Loading...

Unique coefficient; Unique error term; Bias-free component; Omitted-regressor bias component; Measurement-error bias component; Causal effect

5.

Co-Integration: Is it a Property of the Real World?

FEDS Working Paper No. 96
Number of pages: 12 Posted: 01 Aug 2022
Federal Reserve Board, Federal Reserve Board and Temple University - Mathematics Department
Downloads 26 (995,952)

Abstract:

Loading...

Co-integrating vector, eigenvector, Granger representation theorem, moving average, autoregressive, and error correction representations,