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Dougherty: Introduction to Econometrics 3e

Chapter 06

Variable misspecification I: omission of a relevant variable
(PPT 291 kB)
Variable misspecification II: inclusion of an irrelevant variable
(PPT 118 kB)
Proxy variables
(PPT 142 kB)
Testing a linear restriction
(PPT 158 kB)
Reparameterization of a model and test of a linear restriction
(PPT 356 kB)
Multiple restrictions
(PPT 598 kB)
Exercise 6.4: household food regressed on expenditure and size (OVB) [Cov, Var]
(PPT 86 kB)
Exercise 6.7: shadow economy
(PPT 131 kB)
Exercise 6.13: household expenditure on food per capita? Test of restriction.
(PPT 177 kB)