Noter og Formler.pdf - sociologisk-notesblok
Noter og Formler.pdf - sociologisk-notesblok
Noter og Formler.pdf - sociologisk-notesblok
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Overview over econometric methods in QM2 (does not cover everything in the syllabus)<br />
Econometric method<br />
Characteristics of<br />
Model<br />
Hypothesis test<br />
Specification test<br />
OLS<br />
Lin.reg.model<br />
(chap. 2,3,4,5)<br />
t-test<br />
F-test<br />
LM-test<br />
RESET<br />
test<br />
OLS<br />
Robust std. err.<br />
Heteroskedasticity<br />
(chap. 8)<br />
Robust t, Wald,<br />
LM test<br />
Breusch-Pagan<br />
White<br />
Graphical test<br />
WLS FGLS<br />
t test<br />
F test<br />
t test<br />
F test<br />
IV<br />
(2SLS)<br />
End<strong>og</strong>eneity<br />
(chap. 15)<br />
t test<br />
F test<br />
Test of ex<strong>og</strong>eneity<br />
Test of overident.<br />
Restrictions<br />
Paneldata<br />
methods<br />
More observations for<br />
the same individ. (chap.<br />
13)<br />
t test<br />
F test<br />
After transformation:<br />
Do OLS/FGLS<br />
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