Econometric Models and Economic Forecasts
Single-equation regression models (introduccion to the regression model; elementary statistics: a review; two-variable regression model; multiple regression model; using the multiple regression model; serial correlation and heteroscedasticity; instrumental variables and model specification; forecasting with a single-equation regression model; single-equation estimation: advanced topics; models of quantitative choice); Multi-equation simulation models (simultaneous-equation estimation; introduction to simulation models; dinamic behavior of simulation models); The-series models (smoothing and extrapolation of timer series; properties of stochastic time series; linear time-series models; estimating and checking time-series models; forecasting with time-series models; applications of time-series models).
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SINGLEEQUATION REGRESSION MODELS
The TwoVariable Regression Model
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2SLS ARIMA model associated assume assumption autocorrelation function autoregressive autoregressive process behavior calculate Chapter coefficients confidence intervals consider consistent estimator consumption covariance degrees of freedom demand dependent variable differenced dynamic econometric economic endogenous variables equal error term error variance ex post forecast example exogenous expected value explanatory variables F statistic FIGURE follows forecast error heteroscedasticity income independent individual intercept interest rate least-squares estimation linear regression matrix mean moving average nonlinear nonstationary normally distributed null hypothesis observations obtain ordinary least squares parameter estimates percent level period predict probit procedure random variable random walk regression equation regression model reject the null relationship residuals sample autocorrelation function seasonal serial correlation shown in Fig significant simulation model single-equation slope solution specification standard error stationary statistic stochastic structural sum of squares time-series model tion uncorrelated YT+i zero