Econometrics

5. The statistical term for the range of values within which a population parameter is estimated to lie
7. A type of regression model that includes lagged dependent variables as independent variables
8. The mathematical formula used to calculate the determination coefficient
9. A type of data that is collected over time and used to study trends and patterns
13. The degree to which the values of a time series depend on its past values
14. A statistical test used to determine the number of principal components that should be retained in a principal component analysis
17. A variable in a regression model that is being predicted or explained
19. The mathematical formula used to model the relationship between inputs and outputs in a production process
20. A type of time series model that uses only moving average components

1. A type of regression model that allows for nonlinear relationships between variables
2. The statistical term for the degree to which two variables are related
3. type of time series model that combines autoregressive (AR), moving average (MA), and differencing (I) components
4. The difference between an approximate value and the exact value of a mathematical quantity
6. A type of time series model that uses only autoregressive components
10. A statistical test used to determine the significance of the difference between the means of two independent samples
11. A type of data that includes both cross-sectional and time-series components
12. A type of data that is collected at a single point in time and used to study differences among individuals or groups
15. A type of error in a regression model where the error term has a non-constant variance
16. A type of econometric model that allows for the simultaneous analysis of multiple variables
18. The term for a variable that is used to predict the value of another variable in a regression model