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Y2 econometrics > Sim equation models with stochastic regressors > Flashcards

Sim equation models with stochastic regressors Flashcards

(0 cards)

Y2 econometrics (24 decks)

Basic econometric models

Continuous random variables

Regression analysis

Properties of the OLS estimator

Hypothesis testing

Interpreting the OLS regression

Goodness of fit

Multiple choice

2014-15 multiple choice

Stochastic regressors

Sim equation models with stochastic regressors

Identification and indirect least squares

Instrumental variables

Errors in variables model

Modern Exogeneity

Granger causality

Dummy variables and Limited dependent variables

Distributed lags

Costs of adjustment

Autoregressive distributed lag models

Modelling strategies

Methodological issues

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