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- 07-2015 Conclusions and Extensions
- 07-2015 Applications of Test Principles to Econometrics
- 07-2015 Models and Their Specification
- 07-2015 Springer Texts in Business and Economics
- 07-2015 What Is Econometrics?
- 07-2015 A Brief History
- 07-2015 Critiques of Econometrics
- 07-2015 Looking Ahead
- 07-2015 Basic Statistical Concepts
- 07-2015 Methods of Estimation
- 07-2015 Properties of Estimators
- 07-2015 Hypothesis Testing
- 07-2015 Likelihood Ratio, Wald and Lagrange Multiplier Tests
- 07-2015 Confidence Intervals
- 07-2015 Descriptive Statistics
- 07-2015 Simple Linear Regression
- 07-2015 Least Squares Estimation and the Classical Assumptions
- 07-2015 Statistical Properties of Least Squares
- 07-2015 Estimation of a2
- 07-2015 Maximum Likelihood Estimation
- 07-2015 A Measure of Fit
- 07-2015 Prediction
- 07-2015 Residual Analysis
- 07-2015 Numerical Example
- 07-2015 Empirical Example
- 07-2015 Multiple Regression Analysis
- 07-2015 Least Squares Estimation
- 07-2015 Residual Interpretation of Multiple Regression Estimates
- 07-2015 Overspecification and Underspecification of the Regression Equation
- 07-2015 R-Squared Versus R-Bar-Squared
- 07-2015 Testing Linear Restrictions
- 07-2015 Dummy Variables
- 07-2015 Violations of the Classical Assumptions
- 07-2015 Stochastic Explanatory Variables
- 07-2015 Normality of the Disturbances
- 07-2015 Heteroskedasticity
- 07-2015 Autocorrelation
- 07-2015 Distributed Lags and Dynamic Models
- 07-2015 Infinite Distributed Lag
- 07-2015 Estimation and Testing of Dynamic Models with Serial Correlation
- 07-2015 A Lagged Dependent Variable Model with AR(1) Disturbances
- 07-2015 Autoregressive Distributed Lag
- 07-2015 The General Linear Model: The Basics
- 07-2015 Partitioned Regression and the Frisch-Waugh-Lovell Theorem
- 07-2015 Confidence Intervals and Test of Hypotheses
- 07-2015 Joint Confidence Intervals and Test of Hypotheses
- 07-2015 Restricted MLE and Restricted Least Squares
- 07-2015 Some Useful Matrix Properties
- 07-2015 Regression Diagnostics and Specification Tests
- 07-2015 Recursive Residuals
- 07-2015 Applications of Recursive Residuals
- 07-2015 Specification Tests
- 07-2015 Testing Linear Versus Log-Linear Functional Form
- 07-2015 Generalized Least Squares
- 07-2015 Special Forms
- 07-2015 Test of Hypotheses
- 07-2015 Prediction
- 07-2015 The W, LR and LM Statistics Revisited
- 07-2015 Seemingly Unrelated Regressions
- 07-2015 Seemingly Unrelated Regressions with Unequal Observations
- 07-2015 Simultaneous Equations Model
- 07-2015 Simultaneous Bias
- 07-2015 The Identification Problem
- 07-2015 Single Equation Estimation: Two-Stage Least Squares
- 07-2015 Spatial Lag Dependence
- 07-2015 Test for Over-Identification Restrictions
- 07-2015 Hausman's Specification Tes
- 07-2015 Pooling Time-Series of Cross-Section Data
- 07-2015 The Error Components Model
- 07-2015 The Fixed Effects Model
- 07-2015 Maximum Likelihood Estimation
- 07-2015 Empirical Example
- 07-2015 Testing in a Pooled Model
- 07-2015 Dynamic Panel Data Models
- 07-2015 Empirical Illustration
- 07-2015 Program Evaluation and Difference-in-Differences Estimator
- 07-2015 Limited Dependent Variables
- 07-2015 Functional Form: Logit and Probit
- 07-2015 Grouped Data
- 07-2015 Individual Data: Probit and Logit
- 07-2015 The Binary Response Model Regressio
- 07-2015 Asymptotic Variances for Predictions and Marginal Effects
- 07-2015 Goodness of Fit Measures
- 07-2015 Empirical Examples
- 07-2015 Multinomial Choice Models
- 07-2015 Unordered Response Models
- 07-2015 The Censored Regression Model
- 07-2015 The Truncated Regression Model
- 07-2015 Sample Selectivity
- 07-2015 Sample Selection and Non-response
- 07-2015 Time-Series Analysis
- 07-2015 The Box and Jenkins Method
- 07-2015 Vector Autoregression
- 07-2015 Trend Stationary Versus Difference Stationary
- 07-2015 Autoregressive Conditional Heteroskedasticity
- 07-2015 Comparing Biased and Unbiased Estimators
- 07-2015 Diagnostic Tests for Linear Regression Models
- 07-2015 Ищем инвесторов в наркоцентр около Милана, Италия
- 07-2015 What is Econometrics?
- 07-2015 A Review of Some Basic Statistical Concepts
- 07-2015 Independence and Simple Correlation
- 07-2015 The Binomial Distribution
- 07-2015 The Wald, LR, and LM Inequality. This is based on Baltagi (1994). The likelihood is given by Eq. (2.1) in the text
- 07-2015 Poisson Distribution
- 07-2015 The Uniform Density
- 07-2015 The Exponential Distribution
- 07-2015 The Gamma Distribution
- 07-2015 The t-distribution with r Degrees of Freedom
- 07-2015 Moment Generating Function (MGF)
- 07-2015 Moment Generating Function Method
- 07-2015 Best Linear Prediction. This is based on Amemiya (1994)
- 07-2015 The Best Predictor
- 07-2015 Simple Linear Regression
- 07-2015 Efficiency as Correlation. This is based on Zheng (1994)
- 07-2015 Adding 5 to each observation of Xi, adds 5 to the sample average X and it
- 07-2015 Dependent Variable: LNC
- 07-2015 Theil’s minimum mean square estimator of ". " can be written as
- 07-2015 Dependent Variable: LNEN
- 07-2015 Dependent Variable: LNRGDP
- 07-2015 For parts (b) and (c), SAS will automatically compute confidence intervals for the mean (CLM option) and for a specific observation (CLI option), see the
- 07-2015 Multiple Regression Analysis
- 07-2015 Simple Versus Multiple Regression Coefficients. This is based on Baltagi (1987)
- 07-2015 . Effect of Additional Regressors on R2
- 07-2015 Violations of the Classical Assumptions
- 07-2015 Weighted Least Squares. This is based on Kmenta (1986)
- 07-2015 TheAR(1) model. From (5.26), by continuous substitution just like (5.29), one could stop at ut_s to get
- 07-2015 Regressions with Non-zero Mean Disturbances
- 07-2015 ML Estimation of Linear Regression Model with AR(1) Errors and Two
- 07-2015 The backup regressions are given below: These are performed using SAS
- 07-2015 The backup regressions are given below
- 07-2015 Using EViews, Qt+i is simply Q(1) and one can set the sample range from 1954-1976
- 07-2015 The back up regressions are given below. These are performed using SAS
- 07-2015 Distributed Lags and Dynamic Models
- 07-2015 The General Linear Model: The Basics
- 07-2015 Regression Diagnostics and Specification Tests
- 07-2015 Generalized Least Squares
- 07-2015 Seemingly Unrelated Regressions
- 07-2015 Simultaneous Equations Model
- 07-2015 Pooling Time-Series of Cross-Section Data
- 07-2015 Variance-Covariance Matrix of Random Effects
- 07-2015 Limited Dependent Variables
- 07-2015 Time-Series Analysis
- 07-2015 Relative Efficiency of OLS Under Heteroskedasticity
- 07-2015 Financial Sector Assessment
- 07-2015 Financial Sector Assessments: Overall Framework and Executive Summary
- 07-2015 Overall Analytical and Assessment Framework — Executive Summary
- 07-2015 Annex 1.A Tailoring Financial Sector Assessment to Country Needs
- 07-2015 Indicators of Financial Structure, Development, and Soundness
- 07-2015 System-wide Indicators
- 07-2015 Breadth of the Financial System
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