The Nature of Dummy Variables The Nature of Dummy Variables Regression on One Quantitative Variable...
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The Nature of Dummy Variables The Nature of Dummy Variables Regression on One Quantitative Variable and One Regression on One Quantitative Variable and One Qualitative Variable with Two Classes, or Categories Qualitative Variable with Two Classes, or Categories Regression on One Quantitative Variable and One Regression on One Quantitative Variable and One Qualitative Variable with More than Two Classes Qualitative Variable with More than Two Classes Regression on One Quantitative Variable and Two Regression on One Quantitative Variable and Two Qualitative Variable Qualitative Variable Example 15.3: The Economics of Example 15.3: The Economics of “ “ Moonlighting Moonlighting ” ” Testing for Structural Stability of Regression Models: Testing for Structural Stability of Regression Models: Basic Ideas Basic Ideas Comparing Two Regression: The Dummy Variable Approach Comparing Two Regression: The Dummy Variable Approach Comparing Two Regressions: Further Illustration Comparing Two Regressions: Further Illustration Interaction Effects Interaction Effects The Use of dummy Variables in Seasonal Analysis The Use of dummy Variables in Seasonal Analysis Some Technical Aspects of Dummy Variable in Technique Some Technical Aspects of Dummy Variable in Technique Topics for Further Study Topics for Further Study Summary and Conclusions Summary and Conclusions Topics in Econometrics 15- Regression on Dummy Variables 15- Regression on Dummy Variables
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The Role of “ Time ” or “ Lag ” in Economics The Role of “ Time ” or “ Lag ” in Economics The Reasons for Lags The Reasons for Lags Estimation of Distributed-Lag Models Estimation of Distributed-Lag Models The Koyck Approach to Distributed-lag Models The Koyck Approach to Distributed-lag Models Rationalization of the Koyck Model: The Adaptive Expectations Model Rationalization of the Koyck Model: The Adaptive Expectations Model Another Rationalization of the Koyck Model : The Stock Adjustment, or Partial Adjustment, Model Another Rationalization of the Koyck Model : The Stock Adjustment, or Partial Adjustment, Model Combination of Adaptive Expectations and Partial Adjustment Models Combination of Adaptive Expectations and Partial Adjustment Models Estimation of Autoregressive Models Estimation of Autoregressive Models The Method of Instrumental Variables (IV) The Method of Instrumental Variables (IV) Detecting Autocorrelation in Autoregressive Models: Durbin h Test Detecting Autocorrelation in Autoregressive Models: Durbin h Test A Numerical Example: The Demand for Money in India A Numerical Example: The Demand for Money in India Illustrative Examples Illustrative Examples The Almon Approach to Distributed-Lag Models: The Almon or Polynomial Distributed Lag (PDL) The Almon Approach to Distributed-Lag Models: The Almon or Polynomial Distributed Lag (PDL) Causality in Economics: The Granger Test Causality in Economics: The Granger Test Summary and Conclusions Summary and Conclusions 17- Dynamic Econometric Model: Autoregressive and Distributed-Lag Models
Transcript of The Nature of Dummy Variables The Nature of Dummy Variables Regression on One Quantitative Variable...
The Nature of Dummy Variables The Nature of Dummy Variables Regression on One Quantitative Variable and One Qualitative Regression on One Quantitative Variable and One Qualitative
Variable with Two Classes, or Categories Variable with Two Classes, or Categories Regression on One Quantitative Variable and One Qualitative Regression on One Quantitative Variable and One Qualitative
Variable with More than Two ClassesVariable with More than Two Classes Regression on One Quantitative Variable and Two Qualitative Regression on One Quantitative Variable and Two Qualitative
VariableVariable Example 15.3: The Economics of Example 15.3: The Economics of ““MoonlightingMoonlighting”” Testing for Structural Stability of Regression Models: Basic IdeasTesting for Structural Stability of Regression Models: Basic Ideas Comparing Two Regression: The Dummy Variable Approach Comparing Two Regression: The Dummy Variable Approach Comparing Two Regressions: Further Illustration Comparing Two Regressions: Further Illustration Interaction Effects Interaction Effects The Use of dummy Variables in Seasonal AnalysisThe Use of dummy Variables in Seasonal Analysis Some Technical Aspects of Dummy Variable in TechniqueSome Technical Aspects of Dummy Variable in Technique Topics for Further Study Topics for Further Study Summary and Conclusions Summary and Conclusions
Topics in Econometrics
15- Regression on Dummy Variables 15- Regression on Dummy Variables
Dummy Dependent Variable Dummy Dependent Variable The Linear Probability Model (LPM) The Linear Probability Model (LPM) Problems in Estimation of LPM Problems in Estimation of LPM LPM: A Numerical Example LPM: A Numerical Example Applications of LPM Applications of LPM Alternatives to LPMAlternatives to LPM The Logit ModelThe Logit Model Estimation of the Logit ModelEstimation of the Logit Model The Logit Model: A Numerical ExampleThe Logit Model: A Numerical Example The Logit Model: Illustrative Example The Logit Model: Illustrative Example The Probit ModelThe Probit Model The Probit Model: A Numerical ExampleThe Probit Model: A Numerical Example The Probit Model: Example 16.5The Probit Model: Example 16.5 The Tobit Model The Tobit Model Summary and Conclusions Summary and Conclusions
16- Regression on 16- Regression on Dummy Dummy Dependent Dependent Variable:Variable:The LPM, Logit, The LPM, Logit, Probit, and Tobit Probit, and Tobit Models Models
The Role of The Role of ““TimeTime”” or or ““LagLag”” in Economics in Economics The Reasons for Lags The Reasons for Lags Estimation of Distributed-Lag Models Estimation of Distributed-Lag Models The Koyck Approach to Distributed-lag Models The Koyck Approach to Distributed-lag Models Rationalization of the Koyck Model: The Adaptive Expectations ModelRationalization of the Koyck Model: The Adaptive Expectations Model Another Rationalization of the Koyck Model : The Stock Adjustment, Another Rationalization of the Koyck Model : The Stock Adjustment,
or Partial Adjustment, Model or Partial Adjustment, Model Combination of Adaptive Expectations and Partial Adjustment ModelsCombination of Adaptive Expectations and Partial Adjustment Models Estimation of Autoregressive Models Estimation of Autoregressive Models The Method of Instrumental Variables (IV)The Method of Instrumental Variables (IV) Detecting Autocorrelation in Autoregressive Models: Durbin Detecting Autocorrelation in Autoregressive Models: Durbin hh Test Test A Numerical Example: The Demand for Money in India A Numerical Example: The Demand for Money in India Illustrative Examples Illustrative Examples The Almon Approach to Distributed-Lag Models: The Almon or The Almon Approach to Distributed-Lag Models: The Almon or
Polynomial Distributed Lag (PDL) Polynomial Distributed Lag (PDL) Causality in Economics: The Granger TestCausality in Economics: The Granger Test Summary and Conclusions Summary and Conclusions
17- Dynamic 17- Dynamic Econometric Econometric Model: Model: AutoregressivAutoregressiveeand and Distributed-Distributed-Lag ModelsLag Models
