Stochastic Regressors

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您将学习的技能

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

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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.

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    Dr Leone Leonida

    Reader in Economics and Finance

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