Econometrics source

W.Greene Econometrics notes in that link.

http://people.stern.nyu.edu/wgreene/Econometrics/Notes.htm

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A different statistics source

LINK is that for heteroscedas…

Parametrization

Parametrization  is the process of deciding and defining the parameters necessary for a complete or relevant specification of a model or geometric object.

Sometimes, this may only involve identifying certain parameters or variables. If, for example, the model is of a wind turbine with a particular interest in the efficiency of power generation, then the parameters of interest will probably include the number, length and pitch of the blades.

Most often, parametrization is a mathematical process involving the identification of a complete set of effective coordinates or degrees of freedom of the system, process or model, without regard to their utility in some design. Parametrization of a line, surface or volume, for example, implies identification of a set of coordinates that allows one to uniquely identify any point (on the line, surface, or volume) with an ordered list of numbers. Each of the coordinates can be defined parametrically in the form of a parametric curve (one-dimensional) or a parametric equation (2+ dimensions).

Quantitative source

This is a quantitative method source. It’s enriched with graphs, demostrations and some simulations. Sam Baker is proffessor of University of South Carolina. I could watch some classes of him. I hope that web site doesn’t move. http://sambaker.com/courses/716.php

Interpreting regression results

Interpreting regression output. I haven’t seen better explanation.

http://dss.princeton.edu/online_help/analysis/interpreting_regression.htm

Multicollinearity

It was the nightmare of last week. Stata said “multi collinearity between variables” I tried with excluding one variable and than another and the problem was solved at last. We determined the highly collinear variables with “correlation matrix” http://www.stata.com/help.cgi?correlate

After that variables that has p>t which are bigger than 0,1 became problem. I combined some variables and excluded some again. We are continuing. (I must add something for interpreting frontier and regression results)

Anyway, wanted to share “what is collinearity” From http://dss.princeton.edu/online_help/analysis/regression_intro.htm Read more of this post

Econometrics source

Econometrics Notes in Turkish. A unique source for econometrics. From Gujarati and Porter’s Basic Econometrics. Thanks A.Talha Yalta

http://yalta.etu.edu.tr/econometrics-lecture-notes.html