Econometric Analysis¶
Greene, W. H. (2018). Econometric Analysis. Pearson.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Domain-specific¶
- Regression
- The quantity that matters is cross-validated out-of-sample error, not how well the model reproduces the data it was fit on. Not assumption-free. The loss encodes load-bearing commitments — independence of observations, homoscedastic noise, the correct link — whose violations shift inferences in predictable directions (narrowed standard errors under positive autocorrelation, understated uncertainty under unmodelled clustering).
This sourceAn econometrics text that treats the independence of observations and homoscedastic, non-autocorrelated disturbances as load-bearing regression assumptions to be tested.
Supported in partVerified against the work's full text
“Since the n [observations] are independent”
- The quantity that matters is cross-validated out-of-sample error, not how well the model reproduces the data it was fit on. Not assumption-free. The loss encodes load-bearing commitments — independence of observations, homoscedastic noise, the correct link — whose violations shift inferences in predictable directions (narrowed standard errors under positive autocorrelation, understated uncertainty under unmodelled clustering).
Verification¶
Does it exist? Not checked yet. This entry carries no identifier to resolve. It was extracted from the citation as written in the article, normalized, and deduplicated against the rest of the registry.
Does it back the claim? Read against the text for 1 of 1 citation: 1 supported in part. Each verdict is shown under its citation below, with what in the work backs the sentence.
Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.
See how references were verified.
Registry ID ref:a54b6bca4795 · see in the full table