Econometrics textbook

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Econometrics textbook

Qualitative variables of the regression model

Time series

Simultaneous equations

Qualitative variables

Subtopic

Single regression

Assumptions

Other assumptions

Constant variance of the disturbance term

Zero mean

Independence

Normality

Data generation assumptions

Specification of the model

Multiple regression

Problems and solution

Heteroskedasticity

Autocorrelation

Solutions

Techniques

Diagnosis

Effects

How to estimate

Context

How it is related to what economic model stand for