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Econometrics 3

This class was created by Brainscape user M d Heijer. Visit their profile to learn more about the creator.

By: M d Heijer
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Decks in this class (7)

Week 1
What are multiple times series us...,
What is the gls,
What is the gls estimator
15  cards
Week 2
How is a var p process defined,
What is the companion form of a v...,
When is a var p process stable ho...
21  cards
Week 3
Give an informal description of g...,
Give a formal description of gran...,
What are the two hypotheses teste...
26  cards
Week 4 & 5
What is the idea of vecm models,
What are the mean variance autoco...,
When is a process integrated with...
35  cards
Week 6
What is the idea of panel data,
What is a one way error component...,
What is the dummy variable repres...
17  cards
Exam Questions
How to calculate the unconditiona...,
How to perform a cholesky decompo...,
27  cards
Excercise Questions
1  cards

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Econometrics 3

  • Class purpose General learning

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