<--- Back to Details
First PageDocument Content
Instrumental variable / Simultaneous equations model / Ordinary least squares / Least squares / Endogeneity / Covariance / Variance / Differential equation / Linear regression / Statistics / Econometrics / Regression analysis
Date: 1998-01-19 09:58:00
Instrumental variable
Simultaneous equations model
Ordinary least squares
Least squares
Endogeneity
Covariance
Variance
Differential equation
Linear regression
Statistics
Econometrics
Regression analysis

2 2.1 Econometric Considerations

Add to Reading List

Source URL: fairmodel.econ.yale.edu

Download Document from Source Website

File Size: 569,53 KB

Share Document on Facebook

Similar Documents

Linear Regression Kalman Filtering Based on Hyperspherical Deterministic Sampling Gerhard Kurz and Uwe D. Hanebeck Abstract— Nonlinear filtering based on Gaussian densities is commonly performed using so-called Linear

DocID: 1vq9G - View Document

Source and Channel Codes via Sparse Linear Regression Ramji Venkataramanan Sekhar Tatikonda

DocID: 1v5oo - View Document

Pattern Recognition And Machine Learning - EPFL - Fall 2015 Emtiyaz Khan, Timur Bagautdinov, Carlos Becker, Ilija Bogunovic & Ksenia Konyushkova 2. Linear Regression and Gradient Descent 2.1

DocID: 1v534 - View Document

Flexible Covariate Adjustments in Randomized Experiments Christoph Rothe Abstract: Linear regression adjustments for pre-treatment covariates are widely used in economics to lower the variance of treatment effect estimat

DocID: 1uYMC - View Document

C ONTRIBUTED RESEARCH ARTICLE 232 liureg: A Comprehensive R Package for the Liu Estimation of Linear Regression

DocID: 1uFMP - View Document