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Salvatore D., Reagle D. Statistics and econometrics
Salvatore D., Reagle D.  Statistics and econometrics









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: Statistics and econometrics

: Salvatore D., Reagle D.

:

Updated and expanded second edition of the internationally bestselling guide to principles and practices for undergraduate business and economics students taking mandatory economics statistics courses. Numerous examples, worked problems, and two full-length self-examinations included.


: en

: // /

:

ed2k: ed2k stats

: second edition

: 2002

: 328

: 10.06.2005

: | | ID
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$r^2$      see Determination coefficient
2SLS (two-stage least squares)      230 237238 241
A priori (classical) probability      37 4244 51
A priori theoretical criteria      6
Absolute dispersion      29
Acceptance region in hypothesis testing      8789 95104
Acceptance region in multiple regression analysis      171172
Adjusted $R^2$ (R, adjusted coefficient of multiple determination)      157 170171
Aikakes information criteria (AIC)      244 248 253254 261262 265
Almon lag model      183 194196 205
Alternative hypothesis, in hypothesis testing      8789 9596 99101
Alternative hypothesis, in multiple regression analysis      171
Alternative hypothesis, in simple regression analysis      143
Analysis of variance      see ANOVA
ANOVA (analysis of variance) tables      9293 109115
Arithmetic mean (average)      11
ARMA      242245 249254
Asymptotic unbiasedness      148149
Augmeted Dickey Fuller (ADF)      246247 257
Autocorrelation (serial correlation), and errors in variables      217
Autocorrelation (serial correlation), as problem in regression analysis      208209 215220 242
Autoregression      242 249251
Autoregression function (ACF)      244245 251253
Average (arithmetic mean)      11
Average deviation      13 2425
Bayes Theorem      39 4950
Behavioral (structural) equations      228 231233
Best linear unbiased estimators      see BLUE
Best unbiased (efficient) estimators      133134 147149
Bias      133134 147149 228 231
Biased estimates      147149 183
Biased estimates, and errors in variables      221
Biased estimates, heteroscedasticity and      207
Biased estimates, Koyck lag model and      194
Bimodal distribution      20
Binary choice models      184185 198200
Binomial distribution, as discrete probability distribution      3940 5155 6465
Binomial distribution, in estimation      70 7981
Binomial distribution, in hypothesis testing      8889 9092 9899 105106
Binomial distribution, normal distribution and      60
Binomial distribution, Poisson distribution distinguished from      5556
Binomial probabilities      300305
BLUE (best linear unbiased estimators), in multiple regression analysis      162
BLUE (best linear unbiased estimators), in simple regression analysis      133134 147149
Box Pierce statistic      244 253
Causality      248249 260262 264265
Central tendency      1924 34
Central-limit theorem      68 75 84
Chebyshevs theorem (inequality)      42 62 66 71 8384 86
Chi-square test, of goodness of fit and independence      9092 104109 120122
Chi-square test, proportions of area of      311312
Class boundaries (exact limits)      18
Class intervals, in descriptive statistics      9 11 1618
Class intervals, in hypothesis testing      106107
Classical (a priori) probability      37 4244 51
cluster sampling      72
Co variance      16 129 145
Cobb Douglas production function      187 210211
Coding      22 27
Coefficients      57 (see also Specific coefficients)
Cointegration      247248 258260 264
Collection of data      2
Collinear independent variable      210
Column (sample) mean      92 109114
Combinations      50
Conditional forecast      197
Conditional probability      38 4748
Confidence intervals, and efficient estimator      147148
Confidence intervals, autocorrelation and      208 216
Confidence intervals, for the mean using t distribution      7071 8184 86
Confidence intervals, in estimation      6970 7681 8385
Confidence intervals, in forecast      183184 197198
Confidence intervals, in multiple regression analysis      165169
Confidence intervals, in simple regression analysis      144
Confidence level, in estimation      69 7680 8385
Confidence level, in forecast      197198
Confidence level, in hypothesis testing      8788 9599
Confidence limits      77
Consistency      148149
Consistent estimators      134 148149 186187
Contingency-table tests      9092
Continuity, correction for      92
Continuous distribution      41 5762 105
Continuous probability distribution      4142 5762 6566
Continuous random variables      see Probability distribution
Continuous variables      41 51 57 61
Correlation, coefficient of, in simple regression analysis      132133 132 144147
Correlation, coefficient of, multicollinearity and      210211
Correlation, coefficient of, partial, in multiple regression analysis      158159 172173 179
Correlation, coefficient of, rank      132133 146147
Correlation, coefficient of, simple, in multiple regression analysis      158159
Correlogram      244
Counting techniques      39 50 64
Critical region      see Rejection region
Cross-sectional analysis      135
Cross-sectional data      6 213
Cumulative frequency distribution      9 19
Cumulative normal function (probit model)      184 199
Data formats      266 271 292
Deciles      2324
Degrees of freedom heteroscedasticity and      207 213
Degrees of freedom in distributed lag model      193
Degrees of freedom in dummy variable      189190
Degrees of freedom in estimation      7071 8184
Degrees of freedom in forecast      183184 197
Degrees of freedom in hypothesis testing      88 9293 102103 109115
Degrees of freedom in multiple regression analysis      158 171172
Degrees of freedom in simple regression analysis      131 143
delimiters      266 271
Demand function      57
Density function      see Probability distribution
Dependent variable      see also Simultaneous-equations methods
dependent variables      1 36 44 49
Dependent variables, and errors in variables      221222
Dependent variables, autocorrelation and      216217
Dependent variables, endogenous variable as      228229
Dependent variables, in distribution lag model      193
Dependent variables, in forecasting      197 (see also Forecasting)
Dependent variables, in multiple regression analysis      154 (see also Multiple regression analysis)
Dependent variables, in simple regression analysis      128 134136
Dependent variables, multiplication for      38 4449
Dependent variables, qualitative      184 198199
Descriptive statistics      13 935
Descriptive statistics, frequency distributions in      910 1619 33
Descriptive statistics, in multiple regression analysis      157 169171 179
Descriptive statistics, in simple regression analysis      132133 144145
Descriptive statistics, measures of central tendency in      1112 1924 34
Descriptive statistics, measures of dispersion in      1315 2429 35
Descriptive statistics, multicollinearity and      206 210
Determination, coefficient of ($R^2$), and autocorrelation      218
Discrete distribution      17 3940 5157 6465
Discrete random variables      39 51
Disjoint (mutually exclusive) events      3738 4446 63
dispersion      1315 2429 35
Distributed lag models      182183 193196 204205
Distribution curve (ogive)      9 17 19
Distribution, central tendency of      11
Distribution, central tendency of, in simple regression analysis      143 (see also Specific distributions)
Disturbance      see Error term
Double-lag form (model)      181182 186187 202
Double-lag linear model (form)      181182 186189
Dummy variables      182 189193 203204
Durbin two-stage method      217
Durbin-Watson statistic      208 216217 318
Econometric criteria      67
Econometrics examination      294299
Econometrics, methodology of      1 2 58
Econometrics, statistics and      15 78
Economic theory      1 4
Efficient (best unbiased) estimators      147149 183
Empirical probability      see Relative frequency distribution
Empirical sampling distribution of the mean      74
Endogenous variables      228229
Error correction      247248 258260 264
Error sum of squares (ESS)      110115
Error sum of squares (ESS), heteroscedasticity and      207208 213214
Error sum of squares (ESS), in simple regression analysis      132 144
Error term (stochastic term, disturbance)      1 36
Error term (stochastic term, disturbance), and errors in variables      209
Error term (stochastic term, disturbance), and qualitative dependent variable      199
Error term (stochastic term, disturbance), autocorrelation and      208209 215220
Error term (stochastic term, disturbance), forecasting errors and      197
Error term (stochastic term, disturbance), in distributed lag model      193194
Error term (stochastic term, disturbance), in multiple regression analysis      165
Error term (stochastic term, disturbance), in recursive models      232233
Error term (stochastic term, disturbance), in simple regression analysis      128 134136 137138
Error term, variance of, and heteroscedasticity      207 212
Errors in variables      209210 221222 226227
ESS      see Error sum of squares
Estimate(s), defined      76
Estimate(s), error of the      79 130131 155
Estimate(s), in descriptive statistics      25 27
Estimate(s), in simple regression analysis      128130 (see also Specific types of estimates and estimators)
Estimated demand function      6
Estimated parameters, functional form and      186187
Estimated parameters, in multiple regression analysis      172173
Estimation      1 2 6786
Estimation, confidence intervals for the mean, using t distribution      7071 8184 86
Estimation, indirect least squares      229230 235237 240241
Estimation, sampling      67 7172 84
Estimation, sampling distribution of the mean      6769 7276 84
Estimation, two-stage least squares in      230 237238 241
Estimation, using normal distribution      6970 7681 85
Estimator(s), defined      76
Estimator(s), in multiple regression analysis      154
Estimator(s), in simple regression analysis      140141 (see also Specific types of estimates and estimators)
Eviews      268269 277282 292
Exact limits (class boundaries)      18
Exact linear relationship      128 172173
Exactly identified equations      229230 233235
Exogenous variables      228230
Expected frequencies      9092 104109
Expected value, in binomial distribution      40 51 5455 64
Expected value, of continuous probability distribution      57
Expected value, of error term in simple regression analysis      128
Expected value, of Poisson distribution      55 65
Explained variation (regression sum of squares)      110115 132 144 157
Explanatory variables      see Independent variables
Exponential distribution      42 6162
F distribution      110
F distribution, heteroscedasticity and      207208
F distribution, in hypothesis testing      9293 109110
F distribution, in multiple regression analysis      158
F ratio      9293 109110 158 171172
F, value of      313
Finite correlation factor      68 73
Finite population      67 73
First-order autocorrelation      208209 215220
Fitting a line      128129 134135
Fixed format      266 271
Forecast-error variance      183184 197198
Forecasting      4 6 7 183184 197198 205
Fourth moment      15
Frequency distributions      1 910 1619 33 104106
Frequency polygon      1 9 1719
Functional form      181182 186189 202
Gauss Markov theorem      133 148
Geometric mean      11 2223
Goldfield Quandt test for heteroscedasticity      213
Goodness of fit, chi-square test of independence and      9092 104109 120121
Goodness of fit, in hypothesis testing      109
Goodness of fit, in simple regression analysis      132133 144147 153
Grand mean      92 109115
Granger causality      248249 260262 264265
Grouped data      1114 1929 5152
Harmonic mean      11 23
Heteroscedasticity      207208 212215 223225
High multicollinearity      210
histogram      1 9 1619
Homoscedastic disturbances      212
Hypergeometric distribution      40 55
Hypothesis testing      7172 87127
Hypothesis testing, about population mean and proportion      8789 96101 119120 Simple
Hypothesis testing, analysis of variance in      9293 109115 122
Hypothesis testing, chi-square test of goodness of fit and independence in      9092 104109 120122
Hypothesis testing, defined      1 2 7172 87 9596 119
Hypothesis testing, for differences between two means or proportions      8990 101104 120
Hypothesis testing, overall significance of regression in      171
Identification      229 233235 239240
ILS (indirect least squares)      229230 235237 240241
Income elasticity      140141 175178 181182 187
Inconsistent estimators      see Biased estimates
Independent (explanatory) variables      1 4 6 38
Independent (explanatory) variables, and errors in variables      221222
Independent (explanatory) variables, autocorrelation and      208 216217
Independent (explanatory) variables, binomial and Poisson distributions and      5556
Independent (explanatory) variables, exogenous variables as      228229
Independent (explanatory) variables, heteroscedasticity and      207208 212215
Independent (explanatory) variables, hypothesis testing and      9092 104105
Independent (explanatory) variables, in distributed lag models      193
Independent (explanatory) variables, in forecasting      197 (see also Forecasting)
Independent (explanatory) variables, in simple regression analysis      128 134136
Independent (explanatory) variables, lagged      209210 221222
Independent (explanatory) variables, multicollinearity and      206207 210212
Independent (explanatory) variables, multiple regression analysis      154 161
Independent (explanatory) variables, multiplication for      38 4449
Independent (explanatory) variables, qualitative dependent variables and      184
Independent (explanatory) variables, qualitative, dummy variables as      182 189193 203204
Indirect least squares (ILS)      229230 235237 240241
Inductive reasoning      2
Inferential statistics      13 (see also Estimation Hypothesis
Infinite population      74 84
Instrumental variables      209210 221222
Interquartile range      13 24
Interval estimates      6970 7681
Inverse least squares      222
Joint moment      16
Joint probability      38
Kolmogorov Smirnov test      9495 118119 123
Koyck lag model      183 193194 204
Kruskal Wallis test      94 117118 123
kurtosis      1516 31 35
Lack of bias      147149
Lagged variables      209210 221222
Left-tail test      88 98 102
Leptokurtic curve      15 31
Likelihood function      199
Likelihood ratio index      185186 200
Linear regression analysis      128 134
Linear relationship      154
Log-likelihood function      184 198199
Logistic function (logit)      184185
Logit model (logistic function)      184185 199200
Marginal effect      185 200 205
Mathematics      1 4 7
Matrix notation      159160 173175 179
Maximum likelihood      184 199
Mean absolute deviation (MAD)      13
Mean(s)      11 12
Mean(s), and analysis of variance      92
Mean(s), confidence interval for the, using t distribution      7071 8184 86
Mean(s), hypothesis testing for differences between two proportions or      8990 101104 120
Mean(s), in binomial distribution      39 5455
Mean(s), in descriptive statistics      1516 1924
Mean(s), in normal distribution      4142
Mean(s), in Poisson distribution      40 5758
Mean(s), in simple regression analysis      141142 (see also Estimation Expected Specific
Mean(s), of error term in simple regression analysis      128
Mean(s), of normal distribution as a continuous probability distribution      5758
Mean(s), sampling distribution of the      see Sampling distribution of the mean
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