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The Econometric Approach
Models and Econometric Models
The Basic Linear Regression Model
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2SLS 2SLS estimator Amsterdam analysis approach assumed assumption asymptotic Chapter Cobb-Douglas coefficients column vector consumption function cost curve covariance matrix defined demand curve demand equations demand functions dependent variable determine discussed distributed lag dummy variable econometric model econometric study Econometrica Economic Review elasticity of demand Engel curve equilibrium error example exogenous expenditure explanatory variables Figure forecast Gauss-Markov theorem given identified included income elasticities inputs instrumental variables interest rate Intriligator investment Klein labor least-squares estimator likelihood function linear regression macroeconometric models maximum likelihood measured multicollinearity multiplier national income normal distribution North-Holland Publishing obtained OLS estimator output parameters policy evaluation problem production function prototype macro model quantity random variables ratio reduced form reduced-form equations returns to scale sample Section serial correlation simulation simultaneous-equations specific Statistics stochastic disturbance terms structural equations sum of squares summarized technique Theil theory tion unbiased values variance wages zero