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| English | No label defined |
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Statements
17 September 1992
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Tobit models
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exercises
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simultaneous equations models
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ordinary and generalized least squares theory
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point estimation
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hypotheses testing
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stochastic regressors
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prior information
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pretest and Stein-rule estimators
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heteroscedasticity
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autocorrelation
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lagged dependent variables
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unobservable variables
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multicollinearity
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varying parameter models
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cross-section time-series models
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censored dependent variables
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distributed lags
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model specification
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identification
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full-information estimation
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reduced form estimation
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predictions
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dynamic simultaneous equations models
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disequilibrium econometric models
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rational expectations
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updating
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vector autoregressive error processes
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probit models
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nonlinear statistical models
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