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| Economic Data And Economic Models | |
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| Economic Data | |
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| Economic Models | |
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| Descriptive Statistics VersusStatistical Inference | |
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| Statistical Inference | |
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| Populations, Samples and Parameters | |
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| Statistics and SamplingDistributions | |
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| Properties of Estimators | |
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| Derivation of Estimators | |
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| Hypothesis Testing | |
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| Further Topics in Hypothesis Testing | |
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| Inferenceis Conditional on the Model | |
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| Econometrics and Statistics | |
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| StatisticalMethodology and the Philosophy of Science | |
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| Relationships between variables | |
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| Covariance and Correlation | |
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| Regression | |
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| Deviation Form Notation | |
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| Conclusions | |
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| Simple Regression | |
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| Model Specification | |
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| Least Squares Estimation | |
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| Sampling Properties of the Least Squares Estimators | |
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| The Sampling Distributions of ^a and ^B | |
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| Hypothesis Testing | |
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| Decomposition of Sample Variation | |
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| Presentation of Regression Results | |
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| Scaling and Units of Measure | |
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| Sampling, Numerical, and Invariance Properties | |
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| Application: Output and Production Costs | |
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| Supplementary Topics In Regression | |
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| Forecasting | |
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| RegressionThroughtheOrigin | |
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| WhenRegressionGoesWrong | |
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| Matters Of Functional Form | |
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| Loglinear Models | |
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| Log-Lin Models | |
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| Lin-Log Models | |
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| Reciprocal Models | |
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| Application: Engel Curves | |
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| Conclusions | |
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| Applications To Production Functions | |
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| General Features of ProductionFunctions | |
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| The Cobb-DouglasProduction Function | |
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| Technical Change | |
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| Testing MarginalProductivity Conditions | |
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| Conclusions | |
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| Multiple Regression | |
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| Model Specification | |
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| LeastSquares Estimation | |
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| Properties of Least SquaresEstimators | |
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| Hypothesis Testing | |
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| Decomposition of a Sample Variation | |
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| Application: Electricity Demand | |
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| Multicollinearity | |
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| Application:the Quadratic CostFunction | |
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| ModelMisspecification | |
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| Pre-TestEstimation | |
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| Application to Economic Growth | |
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| Introduction | |
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| The Textbook | |
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| Solow-Swan Model | |
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| Human Capital in the Solow-Swan Model | |
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| Summary: Mankiw, Romer, and Weil in a Nutshell | |
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| Conclusions | |
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| Dummy Variables And Restricted Coefficients | |
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| Dummy Variables | |
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| Restricted Coefficients | |
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| Identification | |
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| Applications To Cost Functions | |
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| The Cost Function | |
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| Deriving the Cost Function | |
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| Using the CostFunction | |
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| Returns to Scale in Electricity Generation | |
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| The TranslogCost Function | |
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| Consumer Demand | |
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| Further Reading | |
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| Model Discovery | |
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| Data Mining | |
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| SpecificationTesting | |
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| Non-nestedTesting | |
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| ModelChoice | |
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| Should theEquationBe Part of aSystem? | |
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| Conclusions | |
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| Nonlinear Regression | |
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| Introduction | |
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| Nonlinear LeastSquares | |
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| ComputerNumerics | |
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| Reparameterization | |
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| Identification | |
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| Sampling Properties of NLS Estimators | |
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| EstimatingSigma | |
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| Hypothesis Testing | |
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| Conclusions | |
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| Heteroskedasticity | |
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| Consequences for Ordinary Least Squares | |
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| Heteroskedasticity-RobustTests | |
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| WeightedLeastSquares | |
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| Testing forHeteroskedasticity | |
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| Time Series: Some Basic Concepts | |
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| Introduction | |
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| White Noise | |
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| Measuring Temporal Dependence | |
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| Stationarity and Nonstationarity | |
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| Trend Stationary Processes | |
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| A Random Walk | |
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| A RandomWalkwithDrift | |
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| KeyPropertiesofRandomWalks | |
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| Conclusions | |
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| Fluctuations | |
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| Introduction | |
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| Moving AverageProcesses | |
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| AutoregressiveProcesses | |
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| TheStationarity Condition | |
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| Key Properties ofMoving Average andAutoregressiveProcesses | |
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| Autoregressive-Moving Average Processes | |
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| Trends | |
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| The Constant Growth Model Revisited | |
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| Trend and Difference Stationary Processes | |
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| Testing for StochasticTrends | |
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| Higher Orders of Integration | |
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| Cointegration | |
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| Long Run RelationshipsBetween Variables | |
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| Relationships BetweenVariables | |
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| The Arithmetic ofIntegrated Processes | |
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| Cointegration | |
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| TheEngle-Granger Test forCointegration | |
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| Testing Restrictions onthe Cointegrating Vector | |
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| ErrorCorrection Models | |
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| The ECMof VAR | |
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| CointegratingRank | |
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| Conclusions and Further Reading | |
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| Lawsof Summation And Deviation Form | |
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| Laws ofSummation | |
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| Laws ofDeviation Form | |
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| Distribution Theory | |
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| Random Variables and Probability Distribution | |
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| MathematicalExpectation | |
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| Expected Value of a Function | |
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| Variance | |
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| Varianceof a Function | |
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| Standardized Random Variables | |
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| Bivariate Distributions | |
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| Conditional Distributions and Expectation | |
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| Statistical Independence | |
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| Functions of Two Random Variables | |
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| Variance of a Linear Comb | |