
T-test

𝛽�^1�

𝛽�^0

OLS predicted values and residuals

SE

TSS, SSR & ESS

R2

SER

Lineair combinations

Variances estimators

CI big N

Omitted variables bias

Interpretation of β1

OLS estimator multiple linear regression

SER, k regressors

Adjusted R2

CI for single βi

Critical value Bonferroni

F-statistic

Autocorrelation

Sample autocorrelation

AR(p)

Akaike Information Criterion

Bayes/Schwarz Information Criterion

Hannan-Quinn Criterion

Autoregressive Distributed Lag Model, ADL(p,q)

Mean Squared Forecast Error

Root Mean Squared Forecast Error

Approximation using SER

Approximation using OOS

Forecast Interval

Quandt Likelihood Ratio

Distributed Lag Model

Variance estimates HAC