## Econometrics: basic and applied |

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applied research assumptions autocorrelation autoregressive average Calculate Chapter column vector computed Consider constant consumption correlation coefficient critical value cross products degrees of freedom dependent distribution dummy variables econometrics economic elasticity empirical estimated equation example expected value F-statistic Figure food expenditures forecast error functional form heteroscedasticity homoscedastic hypothesis testing illustrate important included income increase independent variables interpreted least squares marginal effect matrix algebra measurement error multicollinearity multiple notation null hypothesis observations obtain OLS coefficients OLS estimators OLS residuals percent plot population disturbance term population parameter population regression coefficients population regression equation pork price problem production quantity quarter random variable regression analysis regression results reject H0 relationship research question ri ri ri sample mean sample statistic says seasonal simple regression slope specific standard deviation standard error statement statistic sum of squares Table transformed trend coefficient unbiased estimator variance variation worksheet yields zero