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Functions of Econometrics
Format of Regression Analysis
Methodology of Econometrics
The Two-Variable linear model(Bivariate model)
Assumptions of the classical linear regression model (OLS)
Ordinary Least-Squares Method
Properties of OLS Estimators
Test of Significance of Parameter Estimates (Statistical Inference)
Test Goodness of Fit (R2)
Correlation-Coefficient (r)
Multiple Regression Analysis
Test of Significance of Parameter Estimates
Test of the overall significance of the regression
The coefficient of Multiple Determination
Partial-correlation coefficient
Multicollinearity
Heteroskedasticity
Autocorrelation
Errors in variables
Proportions of Area for the Standard Normal Distribution (Table 1)
Critical values of the r-distribution (Table 2)
Percentage points of the F-distribution (Table 3)
The Durbin-Walson table (Table 4)
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Evgenia Vogiatzi