V

VAR; see Vector autoregression Variables category, 297 control, 10, 304-305 core versus peripheral, 46 dependent, 5, 15, 18, 24-25 dropping, 365-360 dummy, 297

for empirical analysis, 297 endogenous, 701-702, 717, 736 exogenous, 701-702, 717n explanatory, 18, 24-25 forecast, 8-9 in F test, 264 independent, 5, 15 indicator, 297

instrumental, 527, 678-679,

713, 771 irrelevant, 508, 557 latent, 608, 648 linearity in, 42 linearly independent, 204 measurement scales of, 30-31 omitted, 517-524 predetermined, 717n, 736-737 proxy, 46, 527 qualitative, 297

random, 5, 22, 25, 107, 871-872 regression, 290 relevant, 508

standardized, 173-175, 200-201

stochastic, 5, 22, 25 target, 10

transformation of, 366-368 trend, 180

unnecessary, 515-517 Variance, 880-881

compared to variation, 82n of disturbances, 387-391 equal, 68-70

of individual prediction, 163 of least-squares estimators, 101-102 of mean prediction, 162-163 minimum, 104-105 of OLS estimators, 208-210,

350-353 reaction, 884-886 unconditional, 70 unequal, 69

zero mean and unit, 200-201 Variance-covariance matrix, 930 Variance-inflating factor, 351-353,

362-363 Variation, compared to variance, 82n Varying parameters models, 322 Vector column, 914 null, 916 Vector autoregression, 697, 835, 837-838, 848-856 applications, 854-855 and causality, 852 estimation, 849-851 forecasting with, 852 problems with modeling, 853-854 Venn diagram, 82 Volatility clustering, 856 Von Neumann test, 491-492

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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