有花
发表于 2025-3-23 10:30:42
http://reply.papertrans.cn/31/3015/301465/301465_11.png
GRUEL
发表于 2025-3-23 15:34:27
Analysis of Collinear Data: Multicollinearityxamines the regression model when the assumption of independence among the independent variables is violated. The concept of multicollinearity and its consequences on the least squares estimators are explained. The detection of multicollinearity and alternatives for handling the problem are also discussed in this chapter.
fiscal
发表于 2025-3-23 20:03:35
Multivariate Analysisivariate analysis very briefly. We discuss here mainly the principal component analysis, factor analysis and multivariate regression analysis. The techniques are widely used in empirical research in different areas with cross section data.
针叶类的树
发表于 2025-3-24 00:14:55
Unconditional Jumps and Keyboard Input,the basis of the estimates from the known sample. In classical econometrics, the principal way of doing this is performing hypothesis tests and constructing confidence intervals. This chapter deals with this problem.
手铐
发表于 2025-3-24 04:16:04
http://reply.papertrans.cn/31/3015/301465/301465_15.png
都相信我的话
发表于 2025-3-24 08:52:17
https://doi.org/10.1007/978-3-7091-8756-2 A dummy variable which is binary in nature is used to represent qualitative information in a linear regression model. This chapter explains how qualitative explanatory variables can be incorporated into a linear model.
思想
发表于 2025-3-24 12:56:27
Differences in Sexual Orientationn addition to being interested in the contemporaneous relationships among such variables, we are often concerned with relationships between their current and past values. This chapter discusses data generating process of time series data and how time series data are generated.
Obituary
发表于 2025-3-24 18:50:22
http://reply.papertrans.cn/31/3015/301465/301465_18.png
Abrade
发表于 2025-3-24 18:59:43
http://reply.papertrans.cn/31/3015/301465/301465_19.png
无意
发表于 2025-3-24 23:16:38
ty, the regression coefficients for an ordinary least squares regression are still unbiased, but the standard errors and confidence intervals estimated by conventional procedures will be large, giving a false sense of precision. This chapter examines the behaviour of volatility in terms of conditional heteroscedasticity model.