Econometrics - Part III
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776813222
Table of contents: title: Content; title: 1. Heteroskedasticity and diagnostics; title: 1.2 Detecting heteroskedasticity; title: 1.2.1 Graphical methods; title: 1.2.2 Statistical tests; title: 1.3 Remedial measures; title: 1.3.1 Heteroskedasticity-robust standard errors; title: 2. Autocorrelation and diagnostics; title: 2.1 Defi nition and the nature of autocorrelation; title: 2.2 Consequences; title: 2.3 Detection of autocorrelation; title: 2.3.1 The Durbin Watson test; title: 2.3.2 The Durbins h test statistic; title: 2.3.3 The LM-test; title: 2.4 Remedial measures; title: 2.4.1 GLS when AR(1); title: 2.4.2 GLS when AR(2); title: 3. Multicollinearity and diagnostics; title: 3.1 Consequences; title: 3.2 Measuring the degree of multicollinearity; title: 3.3 Remedial measures; title: 4. Simultaneous equation models; title: 4.1 Introduction; title: 4.2 The structural and reduced form equation; title: 4.3 Identifi cation; title: 4.3.1 The order condition of identifi cation; title: 4.3.2 The rank condition of identifi cation; title: 4.4 Estimation methods; title: 4.4.1 Indirect Least Squares (ILS); title: 4.4.2 Two Stage Least Squares (2SLS); title: A. Statistical tables; title: Table A1; title: Table A2; title: Table A3; title: Table A4