A detailed exploration of linear regression, its methodologies, and its application in econometrics.
Explanation and implications of omitted variable bias in linear regression analysis.
A test in the context of linear regression models for examining homoscedasticity against specific forms of heteroscedasticity.
A two-step estimation technique used in linear regression models to address first-order serial correlation in the errors.
The proportion of sample variation in the dependent variable explained by the regression in a linear model.
A statistical test for detecting the presence of first-order serial correlation in the error terms of a linear regression model.
A method of estimation of the coefficients in a linear regression by minimizing the sum of squared residuals.
