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Least squares regression
Least squares
Instrumental variables and 2SLS
Least absolute deviations with bootstrapped standard errors
Extreme accuracy
Bivariate and Multivariate Probit
Bivariate probit
Heteroscedasticity
Weighted least squares
Multiplicative heteroscedasticity, maximum likelihood
Goldfeld-Quandt, Breusch-Pagan tests
Groupwise heteroscedasticity
Heteroscedastic fixed and random effects
ARCH, GARCH, GARCH in mean
Specification Tests
Omitted variables
Structural change
J, Cox, PE tests
Binary Choice
Functional forms: probit, logit, extreme value (complementary log log), Gompertz, Burr, linear, arctangent
Proportions data: minimum chi-squared and MLE
Marginal effects
Standard errors by delta method
Effects for dummy variables
Effects evaluated at means and specified configurations
Marginal effects by strata
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