An edition of Econometrics - Part III
(2013)
Econometrics - Part III
by Thomas Andren
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Last edited by Alice Kirk
July 10, 2015 | History
A simple survey over the most basic concepts that is usually studied within introductory courses in econometrics.
You can download the book via the link below.
Publish Date
2013
Publisher
Bookboon.com
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Subjects
Accounting & Finance| Edition | Availability |
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Book Details
Table of Contents
Content
1. Heteroskedasticity and diagnostics
1.2 Detecting heteroskedasticity
1.2.1 Graphical methods
1.2.2 Statistical tests
1.3 Remedial measures
1.3.1 Heteroskedasticity-robust standard errors
2. Autocorrelation and diagnostics
2.1 Defi nition and the nature of autocorrelation
2.2 Consequences
2.3 Detection of autocorrelation
2.3.1 The Durbin Watson test
2.3.2 The Durbins h test statistic
2.3.3 The LM-test
2.4 Remedial measures
2.4.1 GLS when AR(1)
2.4.2 GLS when AR(2)
3. Multicollinearity and diagnostics
3.1 Consequences
3.2 Measuring the degree of multicollinearity
3.3 Remedial measures
4. Simultaneous equation models
4.1 Introduction
4.2 The structural and reduced form equation
4.3 Identifi cation
4.3.1 The order condition of identifi cation
4.3.2 The rank condition of identifi cation
4.4 Estimation methods
4.4.1 Indirect Least Squares (ILS)
4.4.2 Two Stage Least Squares (2SLS)
A. Statistical tables
Table A1
Table A2
Table A3
Table A4
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| July 10, 2015 | Edited by Alice Kirk | Edited without comment. |
| July 10, 2015 | Created by Alice Kirk | Added new book. |