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Forecasting

This class was created by Brainscape user Spencer Downey. Visit their profile to learn more about the creator.

By: Spencer Downey
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Decks in this class (16)

Probabilities
Event,
Trial,
Independent events
15  cards
Randomness
Random variable,
Probability distribution,
Population
7  cards
Statistics
Statistic,
Mean,
Median
15  cards
Hypotheses
Null hypothesis,
Alternative hypothesis,
P value
7  cards
Goals of Econometric Analysis
Hypothesis testing,
Forecasting,
Sensitivity analysis
3  cards
Desirable Estimator Properties: Unbiased Coefficient Estimate
Definition,
Interpretation,
Implications of absence for hypot...
5  cards
Desirable Estimator Properties: Consistent Coefficient Estimate
Definition,
Interpretation,
Implications of absence hypothesi...
5  cards
Desirable Estimator Properties: Efficient Coefficient Estimate
Definition,
Interpretation,
Implications of absence for hypot...
5  cards
Desirable Estimator Properties: Unbiased Standard Error Estimate
Definition,
Interpretation,
Implications of absence for hypot...
5  cards
Estimation Procedure Assumptions: Gauss-Markov Assumptions
Orthogonality,
Spherical errors,
Exogeneity
5  cards
Single Equation Models
Ordinary least squares ols assump...,
Non linear least squares nls assu...,
Weighted least squares wls assump...
7  cards
Multiple Equation Models
Simultaneous equations assumptions,
Seemingly unrelated regression su...,
Logit probit tobit assumptions
3  cards
Statistical Anomalies (by order of severity)
Minor anomalies,
Moderate anomalies,
Major anomalies
4  cards
The Minor Anomalies
Multicollinearity,
Extraneous regressor,
Serial correlation
4  cards
The Moderate Anomalies
Suppressor variables,
Heteroskedasticity,
Omitted regressor model misspecif...
7  cards
The Major Anomalies
Non stationarity,
Invalid restrictions,
Binary dependent variable
7  cards

More about
Forecasting

  • Class purpose General learning

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