Introduction The assumptions of the classical regression model The ordinary least squares (OLS) estimator Relationship between disturbances and residuals Estimation of the variance of the disturbance term Desirable statistical properties of estimators The distribution and some properties of the OLS estimator Maximum likelihood estimation Regression anal ysis with EViewsĬhapter 5 Testing the Deterministic Assumptions 5. Introduction The creation of a workfile in EViews Viewing variables and some procedures Some basic calculations in EViews Case I: the data analysis Introduction Data set I: commodity prices Data set 2: macroeconomic data Data set 3: oil market-related dataĢ.5 Data set 4: money market 2.6 Data set 5: cross-section dataīasic Concepts of EVlews and Starting the Research Project Scientific quantitative economic research Economic and econometric models Economic data Variables of an economic model Structural and reduced-form equations Parameters and elasticities Stochastic models Applied quantitative economic researc hĭescription of the Data Sets and Introduction to the Cases Ī cataJogue record for this book is available from the British Library Library of CongrtSS Catalogtng-ln-PubUcation Data A catalogue record for this book is available from the Library of Congressġ0987654 1009080706 Typeset in 101 12 pt.1imcs by 59 Printed and bound in MaJaysia The publisher'S policy is to use paper numufacturedfrom sustainabfejorests.ĭedicated to my fine small family: Yvonne, Astrid and Valentijn, Michiel.The use of any trademark in this text does not vest in the author or publisher any uadcmark ownership rights in such trademarks, nor does the use of such trademarks imply any affiliation with or endorsement of this book by such owners.
All trademarks used herein are the property of their respective owners. photocopying, recording or otherwise, wilhout either the prior wrillen pennission of the publisher or a licence permitting restricted copying in the United Kingdom issued by the Copyright Licensing Agency Ltd. No pan of this publication may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, electronic. Harlow Essex CM20 2IE England and Associated Companies throughout the worldįirst published 2005 C Pearson Education Limited 2005 The right of Ben VogeJvang to be identified as author arthis work has been asserted by him in accordance with the Copyright, Designs and Patents Act 1988.
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