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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.
4
votes
2
answers
652
views
Regression to obtain autocorrelation measure (AR(1))
A linear regression model was fit to some time-series data by ordinary least squares. … Is the answer to #1 above just the slope of the regression E~E_1? …
1
vote
1
answer
282
views
tobit likelihood functions with bivariate normal and unspecified error distributions
I have searched high and low for examples like this online but I cannot find it anywhere. This question is pulled from a PhD course in econometrics.
Given $(y^*_1,y^*_2)$~ bivariate normal with the f …