User:Savasp6/Books/Econometrics

Savas Papadopoulos

 * Introduction
 * Econometrics
 * Comparison of statistical packages


 * Regression
 * Least squares
 * Linear regression
 * Polynomial regression
 * Dummy variable (statistics)


 * Model Assessment
 * Goodness of fit
 * Root-mean-square deviation
 * Coefficient of determination
 * Average absolute deviation
 * Mean absolute percentage error
 * Cross-validation (statistics)
 * Stepwise regression
 * Overfitting


 * Extended Regression Models
 * Nonlinear regression
 * Least absolute deviations
 * Generalized least squares
 * Generalized linear model
 * Nonparametric regression
 * Kernel regression
 * Generalized additive model
 * Logistic regression
 * Principal component regression
 * Robust regression


 * Model Assumptions
 * Outlier
 * Multicollinearity
 * Heteroscedasticity
 * White test
 * Breusch–Pagan test
 * Autocorrelation
 * Durbin–Watson statistic
 * Cochrane–Orcutt estimation
 * Prais–Winsten estimation
 * Errors-in-variables models
 * Instrumental variable