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9. Best of Blue II: Correlated Errors (Assumption CR3)

  • Aaron D. Smith and J. Edward Taylor
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Essentials of Applied Econometrics
This chapter is in the book Essentials of Applied Econometrics
© 2019 University of California Press, Berkeley

© 2019 University of California Press, Berkeley

Chapters in this book

  1. Frontmatter i
  2. Contents v
  3. Preface vii
  4. Acknowledgments x
  5. About the Authors xi
  6. 1. Introduction to Econometrics 1
  7. 2. Simple Regression 19
  8. 3. Multiple Regression 33
  9. 4. Generalizing from a Sample 51
  10. 5. Properties of Our Estimators 65
  11. 6. Hypothesis Testing and Confi dence Intervals 83
  12. 7. Predicting in a Nonlinear World 99
  13. 8. Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2) 121
  14. 9. Best of Blue II: Correlated Errors (Assumption CR3) 137
  15. 10. Sample Selection Bias (Assumption CR1) 159
  16. 11. Identifying Causation 177
  17. 12. Instrumental Variables: A Solution to the Endogeneity Problem 193
  18. Appendix: Critical Values for Commonly Used Tests in Econometrics 215
  19. Notes 221
  20. Index 223
https://doi.org/10.1525/9780520963290-012

Chapters in this book

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