Using Econometrics: A Practical Guide
"A. H. Studenmund's practical introduction to econometrics combines single-equation linear regression analysis with real-world examples and exercises. Using Econometrics: A Practical Guide provides a thorough introduction to econometrics that avoids complex matrix algebra and calculus, making it the ideal text for the beginning econometrics student, the regression user looking for a refresher or the experienced practitioner seeking a convenient reference."--BOOK JACKET.
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Ordinary Least Squares
The Classical Model
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2SLS answer bias calculated cause chapter in Appendix Classical Assumption constant term consumption critical t-value data set degrees of freedom dependent disposable income distributed lag dummy variable dummy variable equal Durbin-Watson econometric econometricians economic equa equation go esti estimated coefficients estimated equation estimated regression example Exercise expected sign expected value explanatory variables F Statistic F-test Figure forecast functional form go to regression heteroskedasticity Hint impact included increase independent variables irrelevant variables Koyck level of significance linear logit mean measure multicollinearity need feedback normally distributed null hypothesis observations OLS estimates omitted variable overall fit percent level positive R-squared regression analysis regression coefficients regression equation regression model regression results regression run Reject H0 reject the null researchers Section serial correlation simple correlation coefficient slope coefficients standard errors statistical t-scores theoretical theory tion true two-sided Type I Error unbiased variance Woody's z'th zero