Økonometriske modeller
61 metoder i denne familie.
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Tostrins regressionsanalyse (2SLS / IV)Two-Stage Least Squares is a two-step instrumental-variables estimator that addresses endogeneity, the situation where a regressor is correlated with the error term. In the first sARCH-LM-testen for volatilitetsclusteringThe ARCH-LM test is Robert Engle's (1982) Lagrange multiplier diagnostic for autoregressive conditional heteroscedasticity in the residuals of a fitted time-series model. It checksAugmented Mean Group (AMG) EstimatorThe Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectionaBai-Perron Multiple Strukturel Brud TestThe Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testingBivariat probit-modelThe Bivariate Probit Model, introduced by Ashford and Sowden (1970), jointly estimates two binary outcome equations whose error terms are allowed to be correlated. By modeling bothBreusch-Godfrey LM-test for seriel korrelationThe Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). U
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Tostrins regressionsanalyse (2SLS / IV)ARCH-LM-testen for volatilitetsclusteringAugmented Mean Group (AMG) EstimatorBai-Perron Multiple Strukturel Brud TestBivariat probit-modelBreusch-Godfrey LM-test for seriel korrelationBreusch-Pagan-test for heteroskedasticitetKausalitet i varians-testenCommon Correlated Effects Mean Group (CCEMG) EstimatorComputable General Equilibrium (CGE) ModelChow-testen for strukturelt brudBelsley-kolliniæritetsdiagnostikBetinget logit-model (McFadden)Kryds-kvantilogramCUSUM-test: Detektering af parameterinstabilitet i regressionsmodellerDCC-MIDASDifference-in-Differences (Diff-in-Diff)Dolado-Lütkepohl Granger kausalitetstestDynamisk Stokastisk Generel Ligevægtsmodel (DSGE-model)Durbin-Watson-testen for autokorrelationFuldt Modificeret OLS (FMOLS) EstimatorFrees' test for tværsnitsafhængighed for paneldataGeografisk regressionsdiskontinuitetGoldfeld-Quandt-testen for heteroskedasticitetGranger-kausalitetstestHatemi-J asymmetriske kausalitetstestHeckman-modellen for stikprøveselektion (Heckit / Tobit Type II)Hiemstra-Jones' test for ikke-lineær Granger-kausalitetLjung-Box Q-test for AutokorrelationMarkov regime-switching model (MS-AR / MS-VAR)Mixed Logit ModelMultinomisk logistisk regressionNonlineær Autoregressiv Distribueret Lag (NARDL) ModelNegativ binomial regressionIndlejret Logit Diskret ValgmodelNetværksøkonometri (Peer Effects)Newey-West HAC-standardfejlAlmindelig mindste kvadraters metode (OLS) regressionOrdnet logistisk regression (Ordnet logit/probit)Pesaran CD-test: Diagnostisk procedure for tværsnitsafhængighed i paneldataPoisson- og negativ binomialregressionProbit-regressionsmodelKvantil-ARDLQuandt-Andrews-testen for ukendte strukturelle brudKvantilregressionRamsey RESET-testen for funktionel formRegressionsdiskontinuitetsdesign (RDD)Seemingly Unrelated Regressions (SUR)Rum-baseret regression (rumlig lag- og rumlig fejlmodel)Glat Overgangs Autoregressiv (STAR) ModelModel for tilstandsrum (Kalmanfilter)Syntetisk Difference-in-DifferencesTAR / SETAR: Tærskelautoregression for Tidsserier med RegimeskiftTre-trins mindste kvadraters metode (3SLS)TærskelregressionTobit-modellen for censurerede udfaldToda-Yamamoto Granger-kausalitetstestTidsvarierende Parameter Faktorforstærket VARU-MIDASVariansinflationsfaktor (VIF)White-test for heteroskedasticitet