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Professional eBook

Econometrics – Part II

by Thomas Andren
(25 ratings )
53
Language :  English
A simple survey over the most basic concepts that is usually studied within introductory courses in econometrics.
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Description
Content

A simple survey over the most basic concepts that is usually studied within introductory courses in econometrics.

  1. Statistical inference
    1. Hypothesis testing
    2. Confidence interval
    3. Type I and type II errors
    4. The best linear predictor
  2. Model measures
    1. The coefficient of determination (R)
    2. The adjusted coefficient of determination (Adjusted R)
    3. The analysis of variance table (ANOVA)
  3. The multiple regression model
    1. Partial marginal effects
    2. Estimation of partial regression coefficients
    3. The joint hypothesis test
  4. Specification
    1. Choosing the functional form
    2. Omission of a relevant variable
    3. Inclusion of an irrelevant variable
    4. Measurement errors
  5. Dummy variables
    1. Intercept dummy variables
    2. Slope dummy variables
    3. Qualitative variables with several categories
    4. Piecewise linear regression
    5. Test for structural differences
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Thomas Andren

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