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Dylan Ottey
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Decks in this class (34)
L1 - Revision of Probability Theory
What is a random experiment,
What is a sample space,
What is an event
13
cards
L2 - The Normal and Associated Distributions
If x is a continuous random varia...,
What is a continuous random variable,
What criteria must you satisfy to...
22
cards
L3 - Estimation of Regression Parameters
How can the bivariate linear regr...,
Why is regression analysis useful,
What are two interpretations of t...
22
cards
L4 - Distribution of Regression Estimates
What can we think of the ols esti...,
What are properities of estimators,
What is the distribution of the o...
14
cards
L5 - Confidence Intervals
How do you conduct a hypothesis test,
What is the p value,
What are critical values
11
cards
L6 - Interpreting the OLS regression
What happens to the t distributio...,
What happens to the variance for ...,
What happens when the sample of t...
16
cards
L7 - Goodness of Fit
What is goodness of fit,
How do you calculate the sun of s...,
What are the properities of r squ...
12
cards
L8 - The Multivariate Regression Model
How do you work out the residual ...,
How do we work out the rss of a 3...,
What are the least square normal ...
13
cards
L9 - The Regression Model in Matrix Form
What does the value of give you i...,
When is multivariate regression e...,
What is least square model of reg...
10
cards
L10 - Testing Linear Restrictions
Why do we need to impose restrict...,
What is the general form of linea...,
What is rrss
12
cards
L11 - Testing Linear Restrictions 2
How do you write linear restricti...,
How do you write linear restricti...,
What are the three classical appr...
16
cards
L12 - Testing for functional form
What is homoscedasticity,
What is the issue with regression...,
How do you test for function form
12
cards
L13 - Testing for serial correlation
How do you derive the durbin wats...,
When do you accept reject the nul...,
What is durbins h test
10
cards
L14 - Dealing with Serial Correlation
How can the durbin watson test gi...,
How does autocorrelation effect t...,
What happens to the ols pdfs when...
13
cards
L15 - Heteroscedasticity
What is heteroscedaticity,
What does heteroscedasticity look...,
What are the implications of hete...
13
cards
EViews - L1
Example of a log transformation,
Calculation for the inflation rate
2
cards
EViews - L2
When you scale data eg take logs ...,
What test do we perform if we are...,
What test do we perform if we are...
11
cards
Eviews - L3
What is the general formula for a...,
How can we test for non linearity,
What is the problem with testing ...
5
cards
EViews - L4
What are the different ways of es...,
How do you allow for an autocorre...,
How do you calculate stockbuilding
4
cards
EViews - L5
What is okuns law,
What is sensitivity analysis
2
cards
L16 - Stochastic Regressors
If the variable x is no longer no...,
If the variable x is no longer no...,
If e xtut k 0 what is the proof o...
7
cards
L17 - Simultaneous Equation Models
What is a probability limit,
Why are probability limits useful,
What are the sufficient condition...
12
cards
L18 - Identification and Indirect Least Squares
What is the difference between th...,
Why do we want to derive the redu...,
What happens when their is a uniq...
10
cards
L19 - Instrumental Variables
What is one case in which we can ...,
What is an example of a recursive...,
What are the two problems with th...
10
cards
L20 - The Errors in Variables Model
What is the mean square error cri...,
What are method of moments estima...,
How do we derive the normal iv es...
9
cards
L21 - Two Stage Least Squares
Under two stage least squares wha...,
How do you define the two stage l...,
What will be the properties of th...
5
cards
L22 - Modern approaches to Exogeneity
What used to be the accepted defi...,
What is the formal definition of ...,
Example of weak form exogeneity
5
cards
L23 - Granger Causality and Deterministic Regressors
What is a granger causality,
How is strong exogeneity defined,
How do you test for granger causa...
8
cards
L24 - Dummy Variables and Limited Dependent Variables
What is a dummy variable,
How can a dummy variable be used ...,
How do you use a dummy variable f...
13
cards
L25 - Distributed Lags
What does a scatterplot look like...,
How can you interpret the coeffic...,
At what point do we evaluate a li...
9
cards
L26 - Cost of Adjustment
What does the cost of adjustment ...,
How do you get the partial adjust...,
What is the relationship between ...
6
cards
L27 - Autoregressive Distributed Lag Models
What is a lag operator,
Example of calculating the ration...,
What is the ardl model
8
cards
L28 - Modelling Strategies
What is the textbook approach to ...,
What is a more realistic economet...,
What is specific to general model...
13
cards
L29 - Methodological Issues
What does leamer believe people d...,
What is hypothesis testing search,
What is data selection search
17
cards
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19ECB003 - Introduction to Econometrics
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