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Econometrics 1

Econometrics 1. Lecture 6 Multiple Regression -tests. Testing Restrictions in a Multiple Regression Model. F-test in the Aggregate Demand Model. Prediction and Forecasts. Variance of the Forecast Error. Decomposition of the Forecast Error. Forecasting and Decomposition of Forecast Variance.

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Econometrics 1

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  1. Econometrics 1 Lecture 6 Multiple Regression -tests

  2. Testing Restrictions in a Multiple Regression Model

  3. F-test in the Aggregate Demand Model

  4. Prediction and Forecasts

  5. Variance of the Forecast Error

  6. Decomposition of the Forecast Error

  7. Forecasting and Decomposition of Forecast Variance

  8. Consider a Multiple Regression with Three Variables and No Constant

  9. Restrictions in Matrix Notation

  10. Variance of Errors and Parameters

  11. F-test on Restriction

  12. Program to test restriction

  13. Demand for a good: Restrictions on Price and Income Elasticities

  14. Bias in Restriction

  15. Omitted Variables: Test

  16. Test for Mis-specification

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