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DEFINITION SCOPE AND DIVISION OF ECONOMETRICS
METHODOLOGY OF ECONOMETRIC RESEARCH
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2SLS analysis of variance apply OLS assume assumptions asymptotically autocorrelation bias cent Chapter commodity compute constant consumption function correlation coefficient covariance degrees of freedom demand function dependent variable determinant dummy variable econometric methods econometric techniques econometrician economic relationships economic theory elasticity endogenous variables equal error term errors of measurement example exogenous expected value expenditure explanatory variables factors figure forecast formula hence heteroscedasticity homoscedastic identified included income independent instrumental variables level of significance likelihood function LIML linear maximum likelihood multicollinearity normal distribution normal equations null hypothesis parameter estimates particular period population parameter population variance predetermined variables principal components priori probability procedure properties random term random variable reduced form reduced-form regression analysis regression line residuals sample observations standard deviation standard errors statistical structural equation structural parameters Substituting sum of squared tests of significance transformation true parameter unbiased estimator various zero