The Hausman test evaluates the potential endogeneity of a regressor by examining an artificial regression that includes the residuals from a first-stage regression of the endogenous variable on the ...

Multiple regression has a previously unrecognized “statistical blind spot” because when multicollnearity and measurement error are present, both path estimates and variance inflation factors are ...

This course is an applied introduction to econometrics. Its aim is to introduce students to the principles of estimation, statistical inference, and the central tool of regression.