Understanding EconometricsHutchinson, 1984 - 295 sayfa |
Kitabın içinden
Bu kitapta heteroscedasticity terimiyle 21 sayfa eşleşmektedir
Bu kitabın geri kalanı nerede?
21 sonuçtan 1-3 arası sonuçlar
İçindekiler
Introduction | 11 |
The two variable linear model | 33 |
The linear model with further explanatory variables | 80 |
Telif Hakkı | |
6 diğer bölüm gösterilmiyor
Diğer baskılar - Tümünü görüntüle
Sık kullanılan terimler ve kelime öbekleri
2SLS alternative applied assumed assumptions asymptotic asymptotic variance B₁ B₂ behaviour best linear unbiased C₁ calculation coefficient confidence interval consider consistent consumption function corresponding critical value D₁ defined degrees of freedom dependent variable disposable income disturbance term disturbance variance econometric economic equivalent exactly example exogenous expectation explanatory variables given hand side heteroscedasticity implies independent instrumental variable involves lagged endogenous variables mators method multicollinearity nonrandom nonzero normal distribution null hypothesis number of observations obtained OLS estimators original model particular period plim possible probability distribution problem procedure properties random disturbances random variable reduced form region regression relationship represent residual sum restrictions result sample mean Section serial correlation set of observations single equation slope estimator specification ẞ₁ standard errors sum of squares test statistic tion transformed model true value u₁ unbiased estimator V₁ V₂ variable model X₁ Y₁ Yn+1 zero