Econometrics for Daily Lives, Volume II

Index

Advanced time-series techniques

ARCH model, 50–51

ARMA models, 52–53

cointegration (see Cointegration)

GARCH model, 51–52

nonstationarity, 39–42

VAR model, 46–47

VEC model, 47–50

Augmented Dickey–Fuller test, 44–45

Autoregressive conditional heteroskedastic (ARCH) model, 50–51

Autoregressive Distributed Lag (ARDL) model, 39–41

Autoregressive moving average (ARMA) models, 52–53

Blundell-Bond System, 72

Bureau of Economic Analysis (BEA), 72, 105

Centers for Medicare & Medicaid Services (CMS), 106

Checking for balance, 67, 75–77

Choice models, 29

Chow test, 24

Cobb-Douglas production function, 6

Cointegration data analysis, 55–58

error term, 42

unit-root test augmented, 45

critical values, 46

error term, 45

OLS procedure, 46

Constant Returns ...