Specification Issues Assignment Help

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Specification Issues:

In regression analysis and related fields such as economics, specification is the process of changing a theory into a regression model. This method consists of choosing an appropriate functional form for the model and choosing which variables to add. Model specification is one of the first basic steps in regression analysis. If an estimated model is not specified, it will be inconsistent and biased.

 

Autocorrelation Autoregressive and distributed lag models
Discrete dependent variable models Dummy variable models
Errors in variables Heteroscedasticity
Multicollinearity Simultaneous equation models
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