Noter og Formler.pdf - sociologisk-notesblok
Noter og Formler.pdf - sociologisk-notesblok
Noter og Formler.pdf - sociologisk-notesblok
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
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 />
27
Change language