Subject Index 993

one-sided/one-tail approach, 128 versus test of significance, 139 two-sided/two-tail approach, 127-128 forming null and alternative hypotheses, 135-136 individual versus joint, 257 Lagrange multiplier test, 280 level of significance, 136-138 likelihood ratio test, 280 in multiple regression, 250-253 overall significance testing of sample regression, 253-264 statement of problem, 126 statistical versus practical significance, 138-139 terminology, 126-127 test of significance, 910-912 test of significance approach chi-square test, 133 i-test, 129-133 2-t rule of thumb, 134-135 two-variable regression model,

126-139 Wald test, 280

zero null hypothesis, 134-135 I

Identification

Box-Jenkins methodology,

841-845 general principles, 753 order condition, 748-750 rank condition, 750-753 rules for, 747-753 Identification problem, 716, 735-753 exact identification, 742-746 meaning of, 739 nature of, 735

notation and definitions, 735-739 overidentification, 746-747 underidentification, 739-742 Identity matrix, 915 Impact multiplier, 58, 738 Impulse response function,

853-854 Impulses, 849 Income function, 770-771 Income multiplier, 9 Increasing returns to scale, 224 Incremental contribution of explanatory variables, 260-264

Indecisive zone, 470 Independent variable, 5, 15 Indicator variables, 297 Indifference curves, 31 Indirect least squares, 738, 767-770 bias in, 789-780 Individual prediction, 142,

144-145, 163 Individual production, 279 Individual regression coefficients; see Partial regression coefficients Inertia, 443-445 Infinite lag model, 663 Inflation rate, 20-21, 863-864 Inflation-unemployment trade-off,

184-188 Influential points, 540-542 Innovation, 849

R&D expenditures, 423-426 In-parameter regression model, 192 In-sample forecasting, 536 Instantaneous rate of growth, 180 Institute of Social Research, 637 Institutional reasons for lags, 663 Instrumental variable, 337n, 527,

678-679, 713, 753, 771 Integrated stochastic processes,

804-806 Interaction dummy, 311 Interaction effects, using dummy variables, 310-312 Interaction term, 284, 590 Intercept coefficient, 4, 41 Intercorrelation, 342n International economics,

J curve, 661 Internet, 29 Interpolation, 447 Interval estimation, 63, 120, 896-897 basic idea, 120-121 definition, 120 Interval scale, 31, 297 Intrinsically linear models, 564 Intrinsically nonlinear models, 564 Inverse Mills ratio, 617-618 Inverted V distributed lag model, 708 Irrelevant variable, 513-514, 557 IS model, 721-722 Iterative linearization method, 569 Iterative process, 568

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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