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Ordinary Least Squares |
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Vector Auto Regressive Models |
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Restricted Least Squares with joint F test |
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Two Stage Least Squares |
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Combining cross-sectional and time series data: Testing for common intercept and
computation of Estimated Error Component model. |
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Heteroescedasticity Breusche Pagan / Goldfeld
Quandt / Park and Spearman’s Rank Correlation EGLS through model transformation 1/x, 1/Öx,1/ÿ,Log
x. EGLS by transforming with 1/r |
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Autocorrelation Durbin Watson r, r, Runs Test, c²,
tests, plot of et vs. et-1
and et vs. time GLS through model transformation with r
operator. |
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SUR Estimator Estimation of joint parameters, testing of contemporaneous
correlations, Breusche Pagan test with restricted SUR Estimations.
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Distributed Lag Model Estimation, Forecasting and plotting of data.
Almon Polynomial Lag Model with estimation and plotting of ßi
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Cob Douglas Prod Fn. Parameter estimation, test for return to scale is unity Least
cost mix between different variables and determination of optimum output
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Cointegration Testing of data with or without trend and relevant test statistics
with Dickey Fuller unit root test for presence/absence of Trend/Difference
Stationary
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