Terms Flashcards
(51 cards)
1
Q
What is noramlity.?
A
2
Q
What is heteroscedasticity?
A
3
Q
What is homogeneity?
A
4
Q
What is stationarity?
A
5
Q
What is categorical data
A
6
Q
What ia time series data
A
7
Q
What is panel data
A
8
Q
What is homoscedastcity?
A
9
Q
What is measure of fit?
A
10
Q
What are dummy variables
A
11
Q
What are degrees of freedom
A
12
Q
What is a confidence interval
A
13
Q
What is joint significance?
A
14
Q
What is a prediction error?
A
15
Q
What are the CLRM assumptions.
A
16
Q
What is a Liners Probability Model
A
17
Q
What is a Logit Model
A
18
Q
What is a Probit Model
A
19
Q
What are potential instruments?
A
20
Q
What is endogeneity?
A
21
Q
What is exogeneity?
A
22
Q
What is joint significance?
A
23
Q
What are restricted and unrestricted models?
A
24
Q
Difference between t-test and f-test?
A
25
What is p-value?
26
What is power of test?
27
What is test statistic?
28
What is ESS (MSS), RSS, TSS?
29
What is standard error?
30
What is implied total responce of y to x1 in time series
31
What is the long-run cumulative responce of y to x1 in time series
32
What is AR?
33
What is auxiliary form of regression in serial correlation?
34
What is MA?
35
What is ARMA?
36
What is ACF vs PACF?
37
What is order of integration?
38
What is cointegration?
39
What is pooled OLS?
40
What is clustered standard error?
41
What is fixed effects regression?
42
What is dynamic panel data
43
What is the Gauss-Markov theorem?
44
What is Omitted Variable Bias?
45
What is adjusted R^2
46
What is Instrumental Variable Regression? (IV)
47
What is adjusted R^2?
48
49
What are stochastic trends?
50
What are Unit Roots?
51
what is unique about individual dummys?
the rss and the coefficients of the model without the dummys and with the dummys are the same
=> that is because they capture all the variance which is 0 technically
