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Decks in this class (18)
Lecture 1
General keynesian consumption fun...,
2 moments 2,
Mean notation 3
24
cards
Hypothesis Testing
Hypothesis testing formula for st...,
What happens when we replace with...,
Error 1 in hypothesis testing and...
7
cards
Bivariate Linear Regression
Regression model for consumption 1,
When is a model linear 2,
Line of best fit formula 3
32
cards
Stata Basics
How to import excel spreadsheet i...,
How to analyse data 2,
How to get summary of statistics ...
7
cards
Multiple Linear Regression
How to do ols for a multiple regr...,
Clra needs to be modified again f...,
Why may an estimator fail 2 3
9
cards
Hypothesiss Testing For Multiple Regression Models
Single linear restrictions tests ...,
Tests of multiple linear restrict...,
1st possible test whether multipl...
13
cards
Multicollinearity
What does multicollinearity look ...,
So does multicollinearity violate...,
Consequences of multicollinearity 3
6
cards
Alternative Functional Forms
When can ols predict parameters 1,
How to turn non linear parameters...,
What is in log form 3
5
cards
Week 4 - Classical Assumption Violations
Classical assumptions are unreali...,
As well as autocorrelated errors ...,
What does it mean if a variable i...
17
cards
Testing For Autocorrelated Errors
Non rigorous way of detecting aut...,
Formal method to test for autocor...,
What does the dw test test for 3
19
cards
Heteroscedastic errors (no longer constant variance)
Recall clra5 1,
Heteroscedasticity says that 2,
Income and savings example homosc...
5
cards
Testing For Heteroscedasticity
3 tests to detect heteroscedastic...,
White s test so if heteroscedasti...,
Is unobservable since varies so w...
16
cards
Part 2 : Dummy Variables
What are dummy variables 1,
Suppose we have a model like this 2,
Why cant we include indicators fo...
27
cards
Parameter Stability & Structural Change
What clra is rejected now 1,
How to work with non constant par...,
Using this when does a structural...
25
cards
Misspecification and Model Selection
3 types of misspecification 1,
Omitting relevant variables 2,
What is the final expectation of 3
28
cards
Measurement Error
2 ways we can have measurement er...,
Origins of measurement errors 4 2,
We measure dependent variable wit...
12
cards
Endogeneity & Instrumental Variables
In general when can xi be endogen...,
Thus omitted variables are a sour...,
Measurement errors are also a sou...
21
cards
Final Application
Instrumental variables in schooli...,
What iv did they choose then and ...,
Slave trade cited cause of underd...
5
cards
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Econometrics
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