Explain the meaning of a. Least squares. b. OLS estimators. c. The variance of an estimator. d.

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Explain the meaning of
a. Least squares.
b. OLS estimators.
c. The variance of an estimator.
d. Standard error of an estimator.
e. Homoscedasticity.
f. Heteroscedasticity.
g. Autocorrelation.
h. Total sum of squares TSS..
i. Explained sum of squares ESS.,
j. Residual sum of squares RSS..
k. r2
l. Standard error of estimate.
m. BLUE.
n. Test of significance.
o. t test.
p. One-tailed test.
q. Two-tailed test.
r. Statistically significant.
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Related Book For  book-img-for-question

Essentials of Econometrics

ISBN: 978-0073375847

4th edition

Authors: Damodar Gujarati, Dawn Porter

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