Econometrics
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776812355
Table of contents: title: Obsah; title: Basics of probability and statistics; title: Random variables and probability distributions; title: The multivariate probability distribution function; title: Characteristics of probability distributions; title: Basic probability distributions in econometrics; title: The normal distribution; title: The t-distribution; title: The Chi-square distribution; title: The F-distribution; title: The simple regression model; title: The population regression model; title: Estimation of population parameters; title: Statistical inference; title: Hypothesis testing; title: Confidence interval; title: Type I and type II errors; title: The best linear predictor; title: Model measures; title: The coefficient of determination (R2); title: The adjusted coefficient of determination (Adjusted R2); title: The analysis of variance table (ANOVA); title: The multiple regression model; title: Partial marginal effects; title: Estimation of partial regression coefficients; title: The joint hypothesis test; title: Specification; title: Choosing the functional form; title: Omission of a relevant variable; title: Inclusion of an irrelevant variable; title: Measurement errors; title: Dummy variables; title: Intercept dummy variables; title: Slope dummy variables; title: Qualitative variables with several categories; title: Piecewise linear regression; title: Test for structural differences; title: Heteroskedasticity and diagnostics; title: Consequences of using OLS; title: Detecting heteroskedasticity; title: Remedial measures; title: Autocorrelation and diagnostics; title: Definition and the nature of autocorrelation; title: Consequences; title: Detection of autocorrelation; title: Remedial measures; title: Multicollinearity and diagnostics; title: Consequences; title: Measuring the degree of multicollinearity; title: Remedial measures; title: Simultaneous equation models; title: Introduction; title: The structural and reduced form equation; title: Identification; title: Estimation methods; title: Statistical tables; title: Area below the standard normal distribution; title: Right tail critical values for the t-distribution; title: Right tail critical value of the Chi-Square distribution; title: Right tail critical for the F-distribution: 5 percent level