Chapter 10: Binary choice
Chapter 10: Binary choice and limited
dependent variable models, and
maximum likelihood estimation
Overview
The first part of this chapter describes the linear probability model,
logit analysis, and probit analysis, three techniq
Chapter 9: Simultaneous equations estimation
Chapter 9: Simultaneous equations
estimation
Overview
Until this point the analysis has been confined to the fitting of a single
regression equation on its own. In practice, most economic relationships
interact
Chapter 12: Properties of regression models with time series data
Chapter 12: Properties of regression
models with time series data
Overview
This chapter begins with a statement of the regression model assumptions
for regressions using time series data, p
Chapter 14: Introduction to panel data
Chapter 14: Introduction to panel data
Overview
Increasingly, researchers are now using panel data where possible in
preference to cross-sectional data. One major reason is that dynamics may
be explored with panel da
Chapter 11: Models using time series data
Chapter 11: Models using time series
data
Overview
This chapter introduces the application of regression analysis to time
series data, beginning with static models and then proceeding to dynamic
models with lagged
Chapter 13: Introduction to nonstationary time series
Chapter 13: Introduction to nonstationary
time series
Overview
This chapter begins by defining the concepts of stationarity and
nonstationarity as applied to univariate time series and, in the case of
Chapter 15: Regression analysis with linear algebra primer
Chapter 15: Regression analysis with
linear algebra primer
Overview
This primer is intended to provide a mathematical bridge to a masters
level course that uses linear algebra for students who hav