The McGraw-Hill Series Economics essentials of economics brue, McConnell, and Flynn Essentials of Economics

Subject Index
913
Estimators, 44, 605–606, 823
Evaluation, of determinant, 844
Event history analysis, 591
Events, 802
EViews,
894–896
Exact (just) identification, 694–697
Exact level of significance (
p
value),
122–123, 835
Exact linear relationship, 853
Exact micronumerosity, 326
Exact relationship, 4
Example of, 863–867
Excel, 897–898
Exhaustive events, 802
Exogeneity, 657–658
Exogeneity tests, 705
Exogenous variables, 673n
Expansion, of determinant, 844
Expectations-augmented Phillips curve, 170
Expected value, 34n, 35, 36, 808–810
Experimental data, 2, 25, 27
Explained sum of squares (ESS), 74–75
Explanatory variable, 3, 13, 20n, 21,
243–246
Exponential distribution, 106
Exponential functions, 184
Exponential GARCH (EGARCH), 799
Exponential regression model, 159, 527
Exponential smoothing methods, 774
Exports and human capital endowment, 50
Extrapolation, 417
F
F
distribution, 821–822, 880–885
F
test:
adding group of variables to, 246
adding new variable to, 246
of linear equality restrictions, 249–254
with matrix notation, 861
of overall significance testing, 238–241
unit root tests of time series data, 758
Factor analysis, 346
Feasible GLS (FGLS) method, 447, 448
Federal Reserve Bank of St. Louis, 738, 901
Federal Reserve System Beige Book, 900
FEM (
see
Fixed effects model)
FGLS (
see
Feasible GLS method)
FIML (full information maximum
likelihood) method, 712
Finite (lag) distributed-lag model, 623
Finite sample properties, 73
First difference form, 345
First difference operator, 417
First-difference equation, 443
First-difference method, 443–445, 601
First-order autoregressive (AR(1)), 419, 775
First-order coefficient of autocorrelation, 420
First-order correlation coefficients, 214
First-order moving average (MA(1)), 776
Fixed effect estimators, 597, 606
Fixed effect LSDV model, 596–599
Fixed effect WG estimator, 599–602
Fixed effects model (FEM), 596, 606–607
Fixed regressors, 63, 316–317, 510, 511
Fixed values (assumption 2), 62–63,
316–317
Flexible accelerator model, 632
Forecast chi-square, 496
Forecast error, 8
Forecast variable, 8
Forecasting:
ARIMA, 774–775
in BJ methodology, 782–784
as econometric modeling step, 8
economic, 773–775
exponential-smoothing, 774
in-sample vs. out-of-sample, 491
simultaneous-equation-regression, 774
single-equation-regression, 774
VAR, 775, 786–787
FRED database, 738, 901
Friedman’s permanent income 
hypothesis, 148
Frisch–Waugh theorem, 295
Full information maximum likelihood
(FIML) method, 712
Full information methods, 711
Functional form:
tests for incorrect, 477–482
wrong, 469
G
G
statistic, 445
Gallup polls, 22
“Game” of maximizing adjusted coefficient
of determination, 206–207
GARCH model (
see
Generalized
autoregressive conditional
heteroscedasticity model)
GARCH-M (GARCH in mean) model, 799
Gaussian linear regression model 
(
see
Classical linear regression
model)
Gaussian white noise process, 741
Gauss–Markov theorem, 71–73
Gauss–Newton iterative method, 530
GDP (
see
Gross domestic product)
Geary test (
see
Runs test)
General 
F
testing, 252–254, 861
General Social Survey, 901
Generalized autoregressive conditional
heteroscedasticity (GARCH)
model, 449–450, 773, 796
Generalized (quasi) difference equation, 442
Generalized least squares (GLS), 371–374,
441–447, 867–868
Generalized method of moments 
(GMM), 826
Geriatric falls, 578–579
German Socio-Economic Panel
(GESOEP), 592
Glejser test, 379–380, 396, 398
Glogit model (