2. Simple Regression

Aaron D. Smith; J. Edward Taylor

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2. Simple Regression

Aaron D. Smith und J. Edward Taylor

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Ein Kapitel aus dem Buch Essentials of Applied Econometrics

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MLA
APA
Harvard
Chicago
Vancouver

Smith, Aaron D. and Taylor, J. Edward. "2. Simple Regression". Essentials of Applied Econometrics, Berkeley: University of California Press, 2016, pp. 19-32. https://doi.org/10.1525/9780520963290-005

Smith, A. & Taylor, J. (2016). 2. Simple Regression. In Essentials of Applied Econometrics (pp. 19-32). Berkeley: University of California Press. https://doi.org/10.1525/9780520963290-005

Smith, A. and Taylor, J. 2016. 2. Simple Regression. Essentials of Applied Econometrics. Berkeley: University of California Press, pp. 19-32. https://doi.org/10.1525/9780520963290-005

Smith, Aaron D. and Taylor, J. Edward. "2. Simple Regression" In Essentials of Applied Econometrics, 19-32. Berkeley: University of California Press, 2016. https://doi.org/10.1525/9780520963290-005

Smith A, Taylor J. 2. Simple Regression. In: Essentials of Applied Econometrics. Berkeley: University of California Press; 2016. p.19-32. https://doi.org/10.1525/9780520963290-005

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Kapitel in diesem Buch

Frontmatter i
Contents v
Preface vii
Acknowledgments x
About the Authors xi
1. Introduction to Econometrics 1
2. Simple Regression 19
3. Multiple Regression 33
4. Generalizing from a Sample 51
5. Properties of Our Estimators 65
6. Hypothesis Testing and Confi dence Intervals 83
7. Predicting in a Nonlinear World 99
8. Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2) 121
9. Best of Blue II: Correlated Errors (Assumption CR3) 137
10. Sample Selection Bias (Assumption CR1) 159
11. Identifying Causation 177
12. Instrumental Variables: A Solution to the Endogeneity Problem 193
Appendix: Critical Values for Commonly Used Tests in Econometrics 215
Notes 221
Index 223

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https://doi.org/10.1525/9780520963290-005

Kapitel in diesem Buch

Frontmatter i
Contents v
Preface vii
Acknowledgments x
About the Authors xi
1. Introduction to Econometrics 1
2. Simple Regression 19
3. Multiple Regression 33
4. Generalizing from a Sample 51
5. Properties of Our Estimators 65
6. Hypothesis Testing and Confi dence Intervals 83
7. Predicting in a Nonlinear World 99
8. Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2) 121
9. Best of Blue II: Correlated Errors (Assumption CR3) 137
10. Sample Selection Bias (Assumption CR1) 159
11. Identifying Causation 177
12. Instrumental Variables: A Solution to the Endogeneity Problem 193
Appendix: Critical Values for Commonly Used Tests in Econometrics 215
Notes 221
Index 223

2. Simple Regression

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