1
Q
Ordinary Least Squares (OLS) Assumptions:
A
Orthogonality Independence Homoskedasticity Exogeneity Linearity Normality
2
Q
Non-Linear Least Squares (NLS) Assumptions:
A
Orthogonality Independence Homoskedasticity Exogeneity Normality
3
Q
Weighted Least Squares (WLS) Assumptions:
A
Orthogonality Independence Exogeneity Linearity Normality
4
Q
Two-Stage Least Squares / Instrumental Variables (2SLS / IV) Assumptions
A
Orthogonality Independence Homoskedasticity Linearity Normality
5
Q
Generalized Least Squares (GLS) Assumptions
A
Orthogonality
Exogeneity
Linearity
Normality
6
Q
Generalized Method of Moments (GMM) Assumptions
A
Orthogonality
Linearity
Normality
7
Q
Maximum Likelihood (ML) Assumptions
A
Exogeneity
Normality
Forecasting
flashcards
Decks in class (16)
# Cards
-
Probabilities15
-
Randomness7
-
Statistics15
-
Hypotheses7
-
Goals of Econometric Analysis3
-
Desirable Estimator Properties: Unbiased Coefficient Estimate5
-
Desirable Estimator Properties: Consistent Coefficient Estimate5
-
Desirable Estimator Properties: Efficient Coefficient Estimate5
-
Desirable Estimator Properties: Unbiased Standard Error Estimate5
-
Estimation Procedure Assumptions: Gauss-Markov Assumptions5
-
Single Equation Models7
-
Multiple Equation Models3
-
Statistical Anomalies (by order of severity)4
-
The Minor Anomalies4
-
The Moderate Anomalies7
-
The Major Anomalies7
