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Econometric Identification

  • Matthias Blum
  • Arcangelo Dimico
Chapter
Part of the Palgrave Studies in Economic History book series (PEHS)

Abstract

Econometric identification is essential to distinguish cause, effect and correlation in econometric studies. This chapter discusses some of the most common econometric techniques used in economic history today, including a series of examples, areas of application, advantages and caveats. Techniques discussed include ordinary least squares regression, time series analysis, regression discontinuity designs, placebo regressions and instrumental variable approaches.

JEL Classification

C01 C10 C31 C32 C33 C36 N01 

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Copyright information

© The Author(s) 2018

Authors and Affiliations

  • Matthias Blum
    • 1
  • Arcangelo Dimico
    • 1
  1. 1.Queen’s University BelfastBelfastUK

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