Book contents
- Frontmatter
- Contents
- List of figures
- List of screenshots
- Preface
- 1 Introduction
- 2 The classical linear regression model
- 3 Further development and analysis of the classical linear regression model
- 4 Diagnostic testing
- 5 Formulating and estimating ARMA models
- 6 Multivariate models
- 7 Modelling long-run relationships
- 8 Modelling volatility and correlation
- 9 Switching models
- 10 Panel data
- 11 Limited dependent variable models
- 12 Simulation methods
- Appendix: sources of data in this book
- References
- Index
3 - Further development and analysis of the classical linear regression model
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- List of figures
- List of screenshots
- Preface
- 1 Introduction
- 2 The classical linear regression model
- 3 Further development and analysis of the classical linear regression model
- 4 Diagnostic testing
- 5 Formulating and estimating ARMA models
- 6 Multivariate models
- 7 Modelling long-run relationships
- 8 Modelling volatility and correlation
- 9 Switching models
- 10 Panel data
- 11 Limited dependent variable models
- 12 Simulation methods
- Appendix: sources of data in this book
- References
- Index
- Type
- Chapter
- Information
- Publisher: Cambridge University PressPrint publication year: 2008