Subject Index

Forecasting—Cont.

exponential smoothing, 836 individual prediction, 142, 144-145 variance of, 163 in-sample, 536 mean prediction, 142-144

variance of, 162-163 modeling time series data,

838-840 out-of-sample, 536 simultaneous-equation models,

836-837 single-equation models, 836 statistic, 486

with time series volatility,

856-862 VAR models, 837-838, 848-856 Forecast variable, 8-9 Frisch-Waugh theorem, 317 F statistic, 256 F test, 254-259, 818

adding new variable, 264 and coefficient of determination,

258-259 decision rule, 257 encompassing, 531 formula, 543 general, 271-273 non-nested, 531 restricted, 643

restricted least squares, 267-273 using matrix notation, 940 Full information maximum likelihood method, 763 Full information methods, 762-764 Functional dependence, 22 Functional form, 164, 175-191 incorrect, 517-524 wrong, 508

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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