Statistics for Economics

  1. Advanced Regression Topics
    1. Functional Form Specification
      1. Linear vs. Nonlinear Models
        1. Logarithmic Transformations
          1. Log-Level Models
            1. Level-Log Models
              1. Log-Log Models
              2. Polynomial Models
                1. Quadratic Models
                  1. Higher Order Polynomials
                  2. Interaction Terms
                    1. Continuous-Continuous Interactions
                      1. Continuous-Dummy Interactions
                      2. Specification Tests
                        1. RESET Test
                          1. Box-Cox Transformation
                        2. Qualitative Information in Regression
                          1. Dummy Variables
                            1. Binary Variables
                              1. Multiple Categories
                              2. Dummy Variable Trap
                                1. Intercept Dummy Variables
                                  1. Slope Dummy Variables
                                    1. Interaction with Dummy Variables
                                      1. Seasonal Dummy Variables
                                        1. Structural Break Tests
                                          1. Chow Test
                                        2. Heteroskedasticity
                                          1. Nature and Sources
                                            1. Consequences for OLS
                                              1. Unbiasedness Maintained
                                                1. Inefficiency of OLS
                                                  1. Invalid Standard Errors
                                                  2. Detection Methods
                                                    1. Graphical Analysis
                                                      1. Breusch-Pagan Test
                                                        1. White Test
                                                          1. Goldfeld-Quandt Test
                                                          2. Remedial Measures
                                                            1. Robust Standard Errors
                                                              1. Weighted Least Squares
                                                                1. Feasible Generalized Least Squares
                                                              2. Autocorrelation
                                                                1. Nature and Sources in Time Series
                                                                  1. Consequences for OLS
                                                                    1. Detection Methods
                                                                      1. Graphical Analysis
                                                                        1. Durbin-Watson Test
                                                                          1. Breusch-Godfrey Test
                                                                            1. Ljung-Box Test
                                                                            2. Remedial Measures
                                                                              1. Newey-West Standard Errors
                                                                                1. Cochrane-Orcutt Procedure
                                                                                  1. Prais-Winsten Transformation
                                                                                2. Model Diagnostics
                                                                                  1. Residual Analysis
                                                                                    1. Influence Diagnostics
                                                                                      1. Leverage
                                                                                        1. Cook's Distance
                                                                                          1. DFBETAS
                                                                                          2. Outlier Detection
                                                                                            1. Normality Tests
                                                                                              1. Jarque-Bera Test
                                                                                                1. Shapiro-Wilk Test

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                                                                                            7. Multiple Linear Regression Analysis

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                                                                                            9. Index Numbers in Economic Analysis