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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? …
Justin's user avatar
  • 175
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 …
Justin's user avatar
  • 175