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WHAT IS ECONOMETRICS?
REVIEW OF SOME BASIC RESULTS
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2SLS adaptive expectations analysis assumptions autocorrelation autoregressive Chapter compute confidence interval consider consistent estimates constant term criterion data sets defined degrees of freedom demand function denote dependent variable distributed lag dummy variables DW test Econometrica Econometrics economic endogenous variables error term error variances exogenous expectations model explanatory variables f-distribution f-ratios F-test Figures in parentheses Hence heteroskedasticity Illustrative Example income instance instrumental variable Leamer least squares estimators least squares residuals linear probability model logit model measure multicollinearity multiple regression normal distribution Note observations obtained OLS estimation omitted variables parameters plim prediction error probit problem procedure proxy rational expectations recursive residuals regression coefficient regression equation regression model regressors relationship residual sum sample serial correlation significance level simple regression standard errors studentized residuals suggested sum of squares supply function Suppose Table test statistic test the hypothesis uncorrelated values zero