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CHAPTER 15: Quantitative Data Analysis III: Regression Data (Part II)
https://doi.org/10.1142/9789813229594_0015Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
The Linear Model in Matrix Form
Properties of OLS Estimator
Tests of Significance
Transformation of Nonlinear Functions
Dummy Variables
Interacting Variables
Maximum Likelihood Estimation
Nonlinear Least Squares
Non-Normal Errors
Outliers
Testing Restrictions on Parameters
Heteroscedasticity
Multicollinearity
Qualitative Dependent Variable
Reverse Causality
Time Series: Autocorrelation
Time Series: Non-Stationarity and Co-Integration
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