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About Three Lecture Notes: Part of Syllabus For Master Course
The document contains three lecture notes on econometrics topics: 1) The Wu-Hausman test for exogeneity, which tests whether a variable is endogenous or exogenous in a regression. It involves estimating the regression using OLS and 2SLS and testing if the discrepancy between the estimates is statistically significant. 2) Distributed lags, which describes how to model the effects of a variable over time using lagged values. 3) Analysis of discrete choice, which provides a simple explanation of models for choices between discrete options like logit and probit models. The first note provides details on implementing the Wu-Hausman test, including formulating the model, estimating using OLS and 2SLS,
Detailed Information
| Author: | ['Aaa Mmm'] |
|---|---|
| Publication Year: | 2017 |
| Pages: | 20 |
| Language: | English |
| Format: | |
| Price: | FREE |
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