ECONOMETRICS - glossary

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Econometrics

·         Cointegration

·         Degree of Freedom

·         Dummy Variable (Used to check structural change)

·       Dummy Variable Trap

Endogenous Variables

·       Exogenous Variable

·       Heteroskedasticity

·       Homoscedasticity

·       Identification Problem

·       Instrumental Variables

·         I.I.D (Independent and Identically Distributed)

·       Measurement Error

·       Multicollinearity

·       Orthogonal Increments

·       Predetermined Variable

·       Strictly Exogenous

·       Unit Roots

·       Weakly Exogenous

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