4

4

4

V. 1. Early developments -- v. 2. Formalisation -- v. 3. Consolidation and expansion -- v. 4

Components with Misspecified Models -- 4.Specification and Misspecification of Unobserved Components Models

Routledge advances in experimental and computable economics ; 4

4

4

Ch. 1. Introduction -- Ch. 2. Basic Data Handling -- Ch. 3. Correlation -- Ch. 4. An Introduction

estimation-- 4. Regression-- 5. Semiparametric regression-- 6. Panal data models-- 7. Consistent hypothesis

Component Regression Model -- 4. Test of Hypotheses with Panel Data -- 5. Heteroskedasticity and Serial

1. Introduction -- 2. Criteria for Estimators -- 3. The Classical Linear Regression Model -- 4

component regression model -- 4. Test of hypotheses with panel data -- 5. Heteroskedasticity and serial

: autoregressive and distributed-lag models -- pt. 4. Simultaneous-equation models. Simultaneous-equation models

/ Francis X. Diebold, Anthony S. Tay, and Kenneth F. Wallis -- 4: Ranking competing multi-step forecasts

-equation models -- pt. 4. Time-series models.

average. 3. Outliers, skewness and data transformations -- Pt. II. Regression and data analysis. 4. Data

Squares. Ch. 3. Learning to Use Regression Analysis. Ch. 4. The Classical Model. Ch. 5. Basic Statistics

Derivation of OLS Estimators Given in Equations (7.4.3) and (7.4.5) Equality between a1 of (7.3.5) and B2 of