Econometrics – Part II
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776813161
Table of contents: title: Sisältö; title: 1. Statistical inference; title: 1.1 Hypothesis testing; title: 1.2 Confi dence interval; title: 1.2.1 P-value in hypothesis testing; title: 1.3 Type I and type II errors; title: 1.4 The best linear predictor; title: 2. Model measures; title: 2.1 The coeffi cient of determination (R2); title: 2.2 The adjusted coeffi cient of determination (Adjusted R2); title: 2.3 The analysis of variance table (ANOVA); title: 3. The multiple regression model; title: 3.1 Partial marginal effects; title: 3.2 Estimation of partial regression coeffi cients; title: 3.3 The joint hypothesis test; title: 3.3.1 Testing a subset of coeffi cients; title: 3.3.2 Testing the regression equation; title: 4. Specifi cation; title: 4.1 Choosing the functional form; title: 4.1.1 The linear specifi cation; title: 4.1.2 The log-linear specifi cation; title: 4.1.3 The linear-log specifi cation; title: 4.1.4 The log-log specifi cation; title: 4.2 Omission of a relevant variable; title: 4.3 Inclusion of an irrelevant variable; title: 4.4 Measurement errors; title: 5. Dummy variables; title: 5.1 Intercept dummy variables; title: 5.2 Slope dummy variables; title: 5.2.1 A model will intercept and slope dummy variable; title: 5.3 Qualitative variables with several categories; title: 5.4 Piecewise linear regression; title: 5.5 Test for structural differences