What is the estimate for αhat in this equation: yt=αyt-1+ut

what is the weighted least squares model

E(ui^2|xi)=σ^2h(xi)

Equation for F test based on R^2

Equation for Logit

Equation for probit model

φ(.) is the standard normal cumulative distribution function

what is the densitiy of the logit

what is the marginal effects of the Logit

what is the marginal effects of the Probit

what is the probability P(X=x) for a Bernoulli distribution

what is the little tricks that help you derive the OLS estimator

what are the conditions for Pooled OLS to be consistent and normally distributed in large samples

what are the conditions for random effects GLS to be consistent and normally distributed in large samples

what are the conditions for Fixed Effects OLS to be consistent and normally distributed in large samples

what are the conditions for FIirst Differenced OLS to be consistent and normally distributed in large samples

what is the random effects GLS conditional variances with strong exogeneity assumption E(ui|Xi)=0

What is the estimator for the variance of βRE given conditional homoskedasticity and no serial correlation of uit, E(uituis|Xi)=0

what is the between estimator

What is the fixed effects OLS equation that takes into account endogeneity

What is the further assumption on Fixed Effects OLS to make it efficient

That the uit are further conditionally homoskedastic and not serially correlated. uiui’ because its a matrix

what is the setting for the first differenced OLS

What is the process of first differenced OLS

Given this equation what is the condition for the OLS estimator for β to be consistent and normally distributed in large samples

Given this equation, assuming there is feedback from ui,t-1 to xit, show that the FD OLS model is biased and inconsistent

How is the endogeneity problem of the fixed effects OLS solved

First differenced model is a good starting point. Then use xi,t-j as an instrument as it satisfies the exogeneity condition as it is not correlated with (uit-ui,t-1) and is clearly correlated with the endogenous variable (xit-xi,t-1) as x responds to past realised shocks

what is the density of the standard logistic distribution

what is the density of the standard normal distribution function (probit)

what are the marginal effects of the logit model

what is the marginal effect of the probit model

what is the maximum likelihood estimation for the probit model

Maximum likelihood for the probit: the conditional distribution yi | xi is Bernoulli