This book focuses on in-depth treatment of the single-equation econometric models. The most important content is as follows:
• “Parametric Regression Analysis”
• “Linear Regression”
• “Regression Using Dataset Arrays”
• “Linear Regression with Interaction Effects”
• “Interpret Linear Regression Results”
• “Linear Regression Output and Diagnostic Statistics”
• “Stepwise Regression”
• “Robust Regression — Reduce Outlier Effects”
• “Ridge Regression”
• “Lasso and Elastic Net”
• “Partial Least Squares”
• “Generalized Linear Models”
• “Lasso Regularization of Generalized Linear Models”
• “Nonlinear Regression”
• “Mixed-Effects Models”
• “Time Series Analysis Models (ARIMA, ARMAX, VAR, VARMAX, ARCH, GARCH, GJR,..”