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    • EconometricsTheory and application of econometric models
      • Time Series
        • Stationarity
          • Stationarity and Stationary Time Series
          • Random Walk Model and Stationarity
          • Autocorrelation function and Stationarity
          • Interpreting ACF and PACF plots
          • Dickey Fuller Test of Stationarity
          • ADF Test: Augmented Dickey Fuller Equation
          • Order of Integration of a time series
        • Cointegration
          • Cointegration: Meaning, Tests and Models
          • Vector Error Correction (VECM) and VAR: Theory
          • VECM Estimation and Interpretation
          • Impulse Response Functions after VAR and VECM
        • ARIMA Model Estimation and Model Selection
        • Seasonality and Seasonal-ARIMA models
      • Simultaneous Equation Models
        • Simultaneous Equation Bias
        • Identification: Rank and Order Conditions
        • Two-Stage Least Squares (2SLS) Estimation
        • Indirect Least Squares Estimation
        • 3SLS: Three-Stage Least Squares
        • Test of Endogeneity: Durbin-Wu-Hausman Test
        • Test of Overidentifying Restrictions: Sargan Test
      • Ordinary Least Squares
        • Ordinary Least Squares Estimation
        • Interpretation of Coefficients: OLS
        • Heteroscedasticity
          • Heteroscedasticity: Causes and Consequences
          • White Test for Heteroscedasticity
          • Breusch Pagan test for Heteroscedasticity
          • Goldfeld Quandt Test for Heteroscedasticity
          • Weighted Least Squares Estimation
      • Goodness of fit
        • R square and its drawback
        • Adjusted R Square and its application
        • Robust Standard Errors and OLS Standard Errors
        • Information Criteria (AIC/SIC) and Model Selection
        • Goodness-of-fit for Logit and Probit Models
        • VAR-VECM Goodness of fit
      • Panel Data
        • Lagrange Multiplier Test: testing for Random Effects
        • Wu-Hausman Test: Choosing between Fixed and Random Effects
      • Do it in Rstudio
        • OLS in Rstudio
        • Goodness of fit in Rstudio
        • ARIMA and SARIMA in Rstudio
        • VAR in R: Estimation, Goodness and IRFs
    • MicroeconomicsMicroeconomic Theory and Application
      • Consumer Behaviour
        • Cardinal Utility Analysis and Law of Diminishing Returns
        • Indifference Curves and Ordinal Utility Analysis
        • Demand, Income-Consumption and Engel Curves
        • Income and Substitution Effects: Hicks and Slutsky Methods
        • Revealed Preference Theory
        • Choice under Uncertainty and Risk
      • Theory of Costs, Production and Producer Equilibrium
        • Production
          • Law of Variable Proportions: Short-run production
          • Isoquants and Returns to Scale: Long-run Production
          • Production Function: Definition and Types
          • Cobb Douglas Production Function
          • Technical Progress and Economic Zone of Production
        • Costs
          • Short-run Costs: Total, Average and Marginal Costs
          • Producer Equilibrium: Isoquants, Isocost line and Expansion
          • Long-run Costs and Economies of Scale
        • Multi-product firms and simultaneous equilibrium
          • Production Possibility Curve (PPC)
          • Multi-product Firm and Production Contract Curve
          • Simultaneous Equilibrium of Consumers and Producers
      • Demand and Supply
        • Law of Demand and Supply
        • Types of Elasticity and their Measurement
        • Market Equilibrium, Shifts and Role of Elasticity
        • Price Control and Dead-weight Loss
    • Macroeconomics
      • Difference between Microeconomics and Macroeconomics
      • Consumption function
        • Absolute Income Hypothesis
        • Permanent Income Hypothesis
        • Relative Income Hypothesis
        • Life-cycle hypothesis: Ando and Modigliani
      • Investment
        • Accelerator Theory and its Process
        • Tobin’s Q Theory of Investment
      • Inflation
        • Phillips Curve: Short run and Long run
    • Development Economics
      • Basic Ideas and Theories
        • Low-Level Equilibrium Trap: Nelson
        • Three Core Values of Development
        • Vicious Circle of Poverty
        • Kuznets’ Inverted-U Hypothesis
      • Structural Change
        • Lewis Model of Structural Change
        • Fei and Ranis Model of Structural Change
    • Statistics
      • Mann Whitney U Test: Wilcoxon Rank Sum Test
      • Kolmogorov Smirnov Test: KS Test
      • Shapiro Wilk Test for Normality
    • Famous Economists
      • Adam Smith: Father of Economics
      • David Ricardo: Contributions and Legacy
      • Alfred Marshall: Contributions to Economics
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      • Our Services
      • Modules for Econometrics
      • Policies
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  • Blog
    • Econometrics
      • Time Series
        • Stationarity
          • Stationarity and Stationary Time Series
          • Random Walk Model and Stationarity
          • Autocorrelation function and Stationarity
          • Interpreting ACF and PACF plots
          • Dickey Fuller Test of Stationarity
          • ADF Test: Augmented Dickey Fuller Equation
          • Order of Integration of a time series
        • Cointegration
          • Cointegration: Meaning, Tests and Models
          • Vector Error Correction (VECM) and VAR: Theory
          • VECM Estimation and Interpretation
          • Impulse Response Functions after VAR and VECM
        • ARIMA Model Estimation and Model Selection
        • Seasonality and Seasonal-ARIMA models
      • Simultaneous Equation Models
        • Simultaneous Equation Bias
        • Identification: Rank and Order Conditions
        • Two-Stage Least Squares (2SLS) Estimation
        • Indirect Least Squares Estimation
        • 3SLS: Three-Stage Least Squares
        • Test of Endogeneity: Durbin-Wu-Hausman Test
        • Test of Overidentifying Restrictions: Sargan Test
      • Ordinary Least Squares
        • Ordinary Least Squares Estimation
        • Interpretation of Coefficients: OLS
        • Heteroscedasticity
          • Heteroscedasticity: Causes and Consequences
          • White Test for Heteroscedasticity
          • Breusch Pagan test for Heteroscedasticity
          • Goldfeld Quandt Test for Heteroscedasticity
          • Weighted Least Squares Estimation
      • Goodness of fit
        • R square and its drawback
        • Adjusted R Square and its application
        • Robust Standard Errors and OLS Standard Errors
        • Information Criteria (AIC/SIC) and Model Selection
        • Goodness-of-fit for Logit and Probit Models
        • VAR-VECM Goodness of fit
      • Panel Data
        • Lagrange Multiplier Test: testing for Random Effects
        • Wu-Hausman Test: Choosing between Fixed and Random Effects
      • Do it in Rstudio
        • OLS in Rstudio
        • Goodness of fit in Rstudio
        • ARIMA and SARIMA in Rstudio
        • VAR in R: Estimation, Goodness and IRFs
    • Microeconomics
      • Consumer Behaviour
        • Cardinal Utility Analysis and Law of Diminishing Returns
        • Indifference Curves and Ordinal Utility Analysis
        • Demand, Income-Consumption and Engel Curves
        • Income and Substitution Effects: Hicks and Slutsky Methods
        • Revealed Preference Theory
        • Choice under Uncertainty and Risk
      • Theory of Costs, Production and Producer Equilibrium
        • Production
          • Law of Variable Proportions: Short-run production
          • Isoquants and Returns to Scale: Long-run Production
          • Production Function: Definition and Types
          • Cobb Douglas Production Function
          • Technical Progress and Economic Zone of Production
        • Costs
          • Short-run Costs: Total, Average and Marginal Costs
          • Producer Equilibrium: Isoquants, Isocost line and Expansion
          • Long-run Costs and Economies of Scale
        • Multi-product firms and simultaneous equilibrium
          • Production Possibility Curve (PPC)
          • Multi-product Firm and Production Contract Curve
          • Simultaneous Equilibrium of Consumers and Producers
      • Demand and Supply
        • Law of Demand and Supply
        • Types of Elasticity and their Measurement
        • Market Equilibrium, Shifts and Role of Elasticity
        • Price Control and Dead-weight Loss
    • Macroeconomics
      • Difference between Microeconomics and Macroeconomics
      • Consumption function
        • Absolute Income Hypothesis
        • Permanent Income Hypothesis
        • Relative Income Hypothesis
        • Life-cycle hypothesis: Ando and Modigliani
      • Investment
        • Accelerator Theory and its Process
        • Tobin’s Q Theory of Investment
      • Inflation
        • Phillips Curve: Short run and Long run
    • Development Economics
      • Basic Ideas and Theories
        • Low-Level Equilibrium Trap: Nelson
        • Three Core Values of Development
        • Vicious Circle of Poverty
        • Kuznets’ Inverted-U Hypothesis
      • Structural Change
        • Lewis Model of Structural Change
        • Fei and Ranis Model of Structural Change
    • Statistics
      • Mann Whitney U Test: Wilcoxon Rank Sum Test
      • Kolmogorov Smirnov Test: KS Test
      • Shapiro Wilk Test for Normality
    • Famous Economists
      • Adam Smith: Father of Economics
      • David Ricardo: Contributions and Legacy
      • Alfred Marshall: Contributions to Economics
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