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Categorias: Todos - regression - techniques - assumptions

por Nattachet Pooncharoen 11 anos atrás

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Econometrics textbook

The content delves into the intricacies of econometrics, focusing on both single and multiple regression models. It explores methods for estimating these models and addresses common problems such as autocorrelation and heteroskedasticity, providing diagnostic techniques and solutions for each.

Econometrics textbook

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Econometrics textbook

Qualitative variables of the regression model

Time series

Simultaneous equations

Qualitative variables

Subtopic

Single regression

Assumptions

Other assumptions

Constant variance of the disturbance term

Zero mean

Independence

Normality

Data generation assumptions

Specification of the model

Multiple regression

Problems and solution

Heteroskedasticity

Autocorrelation

Solutions

Techniques

Diagnosis

Effects

How to estimate

Context

How it is related to what economic model stand for