This book focuses on in-depth treatment of the single-equation econometric models. The most important content is as follows: - "Parametric Regression Analysis" - "Linear Regression" - "Regression Using Dataset Arrays" - "Linear Regression with Interaction Effects" - "Interpret Linear Regression Results" - "Linear Regression Output and Diagnostic Statistics" - "Stepwise Regression" - "Robust Regression - Reduce Outlier Effects" - "Ridge Regression" - "Lasso and Elastic Net" - "Partial Least Squares" - "Generalized Linear Models" - "Lasso Regularization of Generalized Linear Models" - "Nonlinear Regression" - "Mixed-Effects Models" - "Time Series Analysis Models (ARIMA, ARMAX, VAR, VARMAX, ARCH, GARCH, GJR, .."
This book focuses on in-depth treatment of the single-equation econometric models. The most important content is as follows: - "Parametric Regression Analysis" - "Linear Regression" - "Regression Using Dataset Arrays" - "Linear Regression with Interaction Effects" - "Interpret Linear Regression Results" - "Linear Regression Output and Diagnostic Statistics" - "Stepwise Regression" - "Robust Regression - Reduce Outlier Effects" - "Ridge Regression" - "Lasso and Elastic Net" - "Partial Least Squares" - "Generalized Linear Models" - "Lasso Regularization of Generalized Linear Models" - "Nonlinear Regression" - "Mixed-Effects Models" - "Time Series Analysis Models (ARIMA, ARMAX, VAR, VARMAX, ARCH, GARCH, GJR, .."