S

St. Louis model, revised form,

782-784 Sample censored, 616 truncated, 616n Sample autocorrelation function, 808 Sample correlation coefficient, 85-86

Sample correlogram, 808 Sample points, 870 Sample regression, 253-264 Sample regression function, 47-51 deviation form, 65 to estimate PRF, 58-59 Sample regression lines, 48-49 Sample space, 870 Sample variance, 808 Sampling, repeated, 92 Sampling distribution, 80-81, 121 SARG test, 679, 713 SAS output of Cobb-Douglas production function, 247 Scalar matrix, 915 Scale effect, 28 Scale functions, 169-173 Scatter diagram, 18-20 Scattergram, 18-20 Scholastic Aptitude Test, 57 Schwarz information criterion, 474, 531, 537-538, 690, 695, 812 Schwarz statistic, 546 Seasonal adjustment, 312 Seasonal analysis, 312-317 Seasonality, 848 Seasonal trend, 312n Second-degree polynomial, 226 Second-degree polynomial regression, 227 Second-order autoregressive process, 838-839 Second unit root, 832 Security market line, 165 Seemingly unrelated regression model, 646n Selectivity bias, 30-31 Semielasticity, 180 Semilogarithmic regression,

320, 333 Semilog models lin-log model, 181-183 log-lin models, 178-181

Serial correlation definition, 443 higher-order, 497 reasons for, 443-449 Serial correlation model, 705 Shocks, 849

Short-run demand function,

682, 684 Short-run multiplier, 58, 738 Simple correlation coefficients,

230-232 Simple hypothesis, 126 Simple regression, 24-25

in context of multiple regression, 215-217 Sims test, 696n, 712-713, 793 Simultaneity problem, 753 Simultaneity test, 753-756 Simultaneous-equation bias inconsistency of OLS estimation,

724-727 numerical example, 727-729 Simultaneous-equation models, 715-730 estimation approaches, 762-764 examples, 718-724, 778-784 for forecasting, 836-837 identification problem, 735-753 indirect least squares estimators,

767-770 nature of, 717-718 recursive, 764-767 test of simultaneity, 753-756 tests for exogeneity, 756-757 time series econometrics,

792-830 two-stage least squares estimation, 770-778 Single-equation models, 5,

15, 836 Size effect, 28

Size of the statistical test, 120n Skewness, 148, 391 Slope coefficient, 4, 41 Slope drifter, 308-309 Small-sample properties, 899-902 Software programs, 13 Spatial autocorrelation, 441 Spearman's correlation test,

406-407 Spearman's rank correlation coefficient, 95 Specification bias, 74, 215-217 in correct functional form, 446 dropping, 365-360 excluded variable case, 445

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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