Stochastic Regressors

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Skills You'll Learn

Calculate and perform the t-test, Calculate and perform the various diagnostic test, Calculate and perform the F-test, Prove the concept of unbiasedness, Prove the concept of of efficiency

From the lesson

Diagnostic Testing II

This week we will continue to look at diagnostic testing as we consider spherical errors, heteroscedasticity, autocorrelation, Stochastic Regressors, and the non-normality of errors.

Taught By

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    Dr Leone Leonida

    Reader in Economics and Finance

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