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| Topic | What we offer |
| Left out variables | We provide answers on how important variables can be missed. We provide solutions for a correct mode with Xk+1t and solutions for a model without Xk+1t. |
| Irrelevant variables | Irrelevant variables are variables that should not have been in the model. We cover correct models and models with an irrelevant variable. |
Tests for model misspecification
Model misspecification tests are carried out using software. The two tests are:
- Davidson and Mackinnon J tests – This model misspecification test is carried out on non-nested model specification.
- The Ramsey regression specification error test – a misspecification test for linear regression models
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Unit Root process
A unit root is a stochastic trend in a time series. A time series with a root shows a systematic pattern that is unpredictable. If a variable has a unit root, the shock to the variable does not die. A unit process unit is written as a sum of past shocks plus a / (0) unit root tests are stationary tests in a time series. Time series have a stationary if time shift does not cause a change in the distribution shape. Unit roots are causes of non-stationary. Unit root tests include:
- Dickey-Fuller test
- Elliot-tothenberg-stock test
- Schmidt-Philips test
- Phillips-perron test
Cointegration
If variables are cointegrated, they are individually non-stationary, and they move together in a long-run relationship. Cointegration is the existence of a long-run relationship between economic theory and variables. Therefore it can be described as a long-run property of variables.
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