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Comments on 'jointness of growth determinants'
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Ley, Eduardo and Steel, Mark F. J. (2009) Comments on 'jointness of growth determinants'. Journal of Applied Econometrics, Vol.24 (No.2). pp. 248-251. ISSN 0883-7252
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Official URL: http://dx.doi.org/10.1002/jae.1049
Abstract
We consider the measures of jointness proposed by Doppelhofer and Weeks (2009) and Strachan (2009) in the context of variable selection. Using the general criteria suggested in Ley and Steel (2007), we identify some shortcomings of these measures, which are illustrated with empirically relevant example cases. We argue that careful examination of the properties of any jointness measure is critical before using it to inform decisions, and favour the use of the measures proposed in Ley and Steel (2007). Copyright (C) 2009 John Wiley & Sons, Ltd.
| Item Type: | Journal Item |
|---|---|
| Subjects: | H Social Sciences > HC Economic History and Conditions H Social Sciences |
| Divisions: | Faculty of Science > Statistics |
| Journal or Publication Title: | Journal of Applied Econometrics |
| Publisher: | Wiley-Blackwell Publishing, Inc |
| ISSN: | 0883-7252 |
| Date: | March 2009 |
| Volume: | Vol.24 |
| Number: | No.2 |
| Number of Pages: | 4 |
| Page Range: | pp. 248-251 |
| Identification Number: | 10.1002/jae.1049 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Access rights to Published version: | Restricted or Subscription Access |
| URI: | http://wrap.warwick.ac.uk/id/eprint/28337 |
Data sourced from Thomson Reuters' Web of Knowledge
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