partial, 338–339
regression vs., 20
Correlation analysis, 20
Correlation coefficient(s), 20
of probability distribution, 812–813
of zero order, 213
Correlation matrix, 348, 859
Correlogram, 749–753
Cost analysis theory, 148, 149
Count data, 542
Count data modeling, 576–579
Count
R
2
, 563
Count type, 576
Covariance, 93, 811–812
Covariance stationary, 740, 741
Covariates, 284
CP (
see
Corporate profits)
CPI (
see
Consumer Price Index)
CPS (
Current Population Survey
), 500
Critical
χ
2
values, 112
Critical Dickey–Fuller
t
and
F
values for
unit root tests, 893
Critical level, 566
Critical regions, 116, 833
Critical
t
values, 115
Critical values, 108, 116, 833
Critical values of runs in runs test table,
892–893
Cross-section regression, 270
Cross-section studies, 412
Cross-sectional data, 21, 22–24, 343
Cumulative distribution function (CDF),
553, 566–568
CUNR (civilian unemployment rate), 894
Current Population Survey
(CPS), 500
D
Daily data, 22
Data:
coherency of, 468
manipulation of, 417
observational vs. experimental, 2
obtaining, 5–7
unavailability of, 41
Data for economic analysis, 22–27
accuracy of, 27
cross-section, 22–24
panel/longitudinal/micropanel, 23, 25, 26
pooled, 23
sources of, 25
time-series, 22
types of, 22
on World Wide Web, 900–901
Data generating process (DGP), 738
Data grubbing, 475
Data matrix, 850
Data mining, 475–476, 624
Data snooping, 475
Data transformation, 417
Davidson–MacKinnon
J
test, 490–492
Debit cards, 552, 565–566
Decennial data, 22
Degrees of freedom (df), 70
Demand-and-supply model, 674–675
Denominator degrees of freedom, 144
Dependent variable, 3, 13, 21, 299
Deposit account ownership, 587
Depreciation, 30
Derivative-free method, 529
Deseasonalization, 290
Determinants, 843–846
Deterministic component, 40
Deterministic relationship, 4, 19
Deterministic time series, 745
Deterministic trend, 745
Deterministic trend with stationary AR(1)
component, 746
Detrended time series, 761
Detrending, 745
Deviation form, 61
Df (degrees of freedom), 70
DF test (
see
Dickey–Fuller test)
DGP (data generating process), 738
Diagnostic checking, 782
Diagonal matrix, 839
Dichotomous dependent variable
models, 299
Dichotomous variable, 541
Dickey–Fuller (DF) test, 755–757,
759, 893
Dickey–Pantula test, 759
Difference form, 418, 442
Difference stationary process (DSP),
745, 760
Difference stationary (DS) stochastic
processes, 745–746
Differential intercept coefficients, 281,
287, 293
Differential intercept dummy
technique, 597
Differential slope coefficients, 287
Differential slope dummy
coefficients, 598
Differentiation, matrix, 848
Dimension, 838
Direct optimization, 529
Direct search method, 529
Discerning approach, to non-nested
hypotheses tests, 488–492
Discrete joint probability density
function, 805
Discrete probability density function,
803–804
Discrete random variables, 803
Discrimination approach, to non-nested
hypotheses tests, 488
Disequilibrium models, 300
Disposable personal income (DPI),
738, 739
Dissimilar regressions, 285, 286
Distributed-lag models, 489, 491, 617,
623–629, 645–652
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