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Professional eBook

Econometrics - Part III

by Thomas Andren
(22 ratings )
61
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. Heteroskedasticity and diagnostics
  2. Autocorrelation and diagnostics
  3. Multicollinearity and diagnostics
  4. Simultaneous equation models
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Thomas Andren

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