'Still unbiased' presentation slideshows

Still unbiased - PowerPoint PPT Presentation

Inference issues in OLS

Inference issues in OLS

Inference issues in OLS. Amine Ouazad Ass. Prof. of Economics. Outline. Heteroscedasticity Clustering Generalized Least Squares For heteroscedasticity For autocorrelation. Heteroscedasticity. Issue.

★ ★ ★ ★ ★

526 views • 38 slides
Multivariate Regression

Multivariate Regression

Multivariate Regression . Topics . The form of the equation Assumptions Axis of evil (collinearity, heteroscedasticity and autocorrelation) Model miss-specification Missing a critical variable Including irrelevant variable (s) . The form of the equation. Y t = Dependent variable

★ ★ ★ ★ ★

639 views • 24 slides
Multiple Regression Analysis

Multiple Regression Analysis

Multiple Regression Analysis. y = b 0 + b 1 x 1 + b 2 x 2 + . . . b k x k + u 6. Heteroskedasticity. What is Heteroskedasticity. Recall the assumption of homoskedasticity implied that conditional on the explanatory variables, the variance of the unobserved error, u , was constant

★ ★ ★ ★ ★

351 views • 22 slides
Lecture 19

Lecture 19

Lecture 19. Transformations, Predictions after Transformations Other diagnostic tools: Residual plot for nonconstant variance, histogram to check normality assumption and residual plots for special situations. Regression Diagnostics.

★ ★ ★ ★ ★

310 views • 19 slides
Introduction to Econometrics

Introduction to Econometrics

Introduction to Econometrics. Lecture 7 Heteroskedasticity and some further diagnostic testing. Topics to be covered. Heteroskedasticity Some further diagnostic testing Normality of the disturbances Multicollinearity. Econometric problems. Heteroskedasticity.

★ ★ ★ ★ ★

654 views • 18 slides

View Still unbiased PowerPoint (PPT) presentations online in SlideServe. SlideServe has a very huge collection of Still unbiased PowerPoint presentations. You can view or download Still unbiased presentations for your school assignment or business presentation. Browse for the presentations on every topic that you want.