Linear Econometrics Lagged Dependent Variable As Proxy

Linear Econometrics: Lagged Dependent Variable as Proxy

We discuss the use of a

9.2a Using Lagged dependent variables as proxy variables

... by including what we know we what we call

Linear Econometrics: Proxy Variables

We discuss using

Lagged dependent variable

So the idea is that the

Lagged dependent variable ARMA

This video explains what the interpretation is of

Lagged dependent variable model - strict exogeneity

This video explains why having a

Lagged independent variables

This video explains what the is interpretation of

9.2 Example of using a proxy variable

Variables

9.2 Using Proxy variables for unobserved explanatory variables

A

11.1) Omitted Variable Bias: Proxy Solution

6.1) Book Review: Mostly Harmless

Regression for Managers 4.3: Proxy Variables and Wrap-Up

Regression for Managers is an Excel-based lecture series designed to introduce MBA students to

Linear Econometrics: Predicting y when dependent variable is log(y)

We discuss how to get a good estimate of the predicted value of y when the model uses log(y) as

Lagged Variable and Differenced Variable

Brooks C. - Introductory