Econometrics: an introductory analysis
Review of statistical inference; Single-equation regression model; Functional forms of single-equation regression model; Problems in single-equation regression estimation; Applications of single-equation regression model; Simultaneous equation model.
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SINGLEEQUATION REGRESSION MODEL
FUNCTIONAL FORMS OF SINGLEEQUATION
6 other sections not shown
algebraic analysis of variance assume assumption autocorrelation chi-square distribution classical least-squares estimation classical least-squares method coefficient of determination commodity confidence interval constant consumption function correlated cost function cross-section data degrees of freedom demand function dependent variable discussed dummy variable economic theory elasticity empirical endogenous variables Equa Equation 7-1 error term example Figure follows formulation functional form identification implies income independent inputs lagged limited-information linear marginal propensity multicollinearity normal distribution null hypothesis obtain output overidentified population mean predetermined variables probability problem production function propensity to consume random variable reduced-form coefficients reduced-form equations regression analysis regression coefficient regression model reject the null residuals returns to scale sample mean Section simple Keynesian model single-equation specified standard error statistical inference structural equations structural parameters substitute Equation sum of squared supply function time-series data tion two-stage least-squares unbiased estimate uncorrelated variance a2