Unbiased estimator, 80-81 Unbiasedness, 117n, 557, 899-900 of least-squares estimators, 100-101 Unconditional expected values, 39-40
Unconditional variance, 70 Unconstrained regression, 267 Underfitting a model, 510 Underidentification, 739-742 Undifferencing, 821 Unemployment rate, 184-188, 862 Unequal variance, 69 Unexplained variation, 83 Ungrouped data, 598-600 Unidirectional causality, 696 United States economic time series, 793-796 United States Steel, 638-640 Unit matrix, 915 Unit root problem, 802 Unit root process, 801-802 Unit root tests, 814-820
critique of, 818-820 Units of measurement, 164, 169-173
University of Michigan, Institute of Social Research, 637 Unobservable latent variable, 648 Unrestricted estimates, 695 Unrestricted log-likelihood function, 295
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