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ECON2271 Business Econometrics

This class was created by Brainscape user Tomas Cokis. Visit their profile to learn more about the creator.

By: Tomas Cokis
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Decks in this class (15)

Topic 1
What is stochastic data 1,
What is the name of analysis with...,
What is correlation analysis 3
15  cards
Topic 2
What is the unconditional expecte...,
What is the conditional expected ...,
Show the form of the predicting e...
10  cards
Topic 3
What are the two most popular met...,
Why not get an srf by minimizing ...,
What is the least squares criteri...
19  cards
Topic 4
What is the normality assumption ...,
How justified is the normality as...,
What are the applications of the ...
7  cards
Topic 5
How is a standardised variable ca...,
Give the formula for estimated po...,
Show the formula for a beta1 beta...
14  cards
Topic 6
What is regression through the or...,
How does our estimate formulas ch...,
How does our coefficient of deter...
14  cards
Topic 7: Multiple Linear Regression
What extra assumptions are introd...,
What does an estimate in multiple...,
How does the correlation between ...
9  cards
Topic 8: Testing & Structural change
How do we test conditions ie b1 b2 1,
How do we test restictions 2,
How do we test a restriction t te...
9  cards
Topic 9: Multicollinearity
What is meant by the assupmtion o...,
List some sources of multicolline...,
Why does regression fail given pe...
9  cards
Topic 10: Heteroscedasticity
How can we detect the presence of...,
What are the consequences of unde...,
What is the park test 3
12  cards
Topic 11: Autocorrelation
Why can autocorrelation occur 1,
Show teh autoregressive 1 ar 1 mo...,
Show the moving average ma 1 model 3
15  cards
Topic 12: Misspecification
What kind of misspecification err...,
What is the result of omitting a ...,
What is the expected value of an ...
12  cards
Topic 13: Dummy Variables
How many dummy variables should b...,
Can the regressant be a dummy var...,
How can we deal with dummy regres...
3  cards
Topic 14: Dynamic Econometric Models
What is a distributed lag model 1,
What is a model which includes th...,
What methods can resolve an infin...
9  cards
Topic 15: Stationarity
What does it mean if a process is...,
What is the random walk model 2,
How can the random walk model be ...
20  cards

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ECON2271 Business Econometrics

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