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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 | |