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Forecasting > Single Equation Models > Flashcards

Single Equation Models Flashcards

1
Q

Ordinary Least Squares (OLS) Assumptions:

A 
Orthogonality
Independence
Homoskedasticity
Exogeneity
Linearity
Normality
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2
Q

Non-Linear Least Squares (NLS) Assumptions:

A 
Orthogonality
Independence
Homoskedasticity
Exogeneity
Normality
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3
Q

Weighted Least Squares (WLS) Assumptions:

A 
Orthogonality
Independence
Exogeneity
Linearity
Normality
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4
Q

Two-Stage Least Squares / Instrumental Variables (2SLS / IV) Assumptions

A 
Orthogonality
Independence
Homoskedasticity
Linearity
Normality
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5
Q

Generalized Least Squares (GLS) Assumptions

A

Orthogonality
Exogeneity
Linearity
Normality

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6
Q

Generalized Method of Moments (GMM) Assumptions

A

Orthogonality
Linearity
Normality

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7
Q

Maximum Likelihood (ML) Assumptions

A

Exogeneity

Normality

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Forecasting (16 decks)

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