Hausman test 594 heteroskedasticity 582

irrelevant or redundant variable 579 Kruskal-Wallis test 321

Levene test 322 multi-sample equality 318 nonnested 595

normality 580 omitted variables 577 Ramsey RESET 586 Siegel-Tukey test 322 single sample 315 stability test 584 unit root 329, 518

Van der Waerden test 317, 321 Wald coefficient restriction test 572 Wilcoxon signed ranks test 317

I

Icon 75 Identification

Box-Jenkins 502 nonlinear models 487

Identity

in model 778 in system 700

If condition in samples 97 Import

See also Foreign data 53 Import data

for pool objects 832 from ASCII 112, 120 from spreadsheet 110 using a pool object 835

Impulse response 729 generalized impulses 731 See also VAR.

standard errors 730 structural decomposition 731

transformation of impulses 730 user specified impulses 731

Incorrect functional form 583, 587 Independence test 329

Index

fitted from binary models 634 fitted from censored models 650 fitted from truncated models 656

Individual sample 135 Information criterion Akaike 453, 971 Hannan-Quinn 971 Schwarz 453, 971

Innovation 493 Insert

observation 93 Insertion point 23 Instrumental variable 473

for 2SLS with AR specification 478 for GMM 488

for nonlinear 2SLS 486 identification 703

in systems 700 order condition 475

Instrumental variables with pooled data 867

Instruments 474

using PDL specifications 463 Integer dependent variable 658 Integrated series 517

Integrity (database) 289 Intercept in equation 444, 450 Inverted AR roots 500, 507 Inverted MA roots 507 Irrelevant variable test 579 Iteration

failure to improve message 954 in models 815

Iteration option 953

in nonlinear least squares 483

J

Jarque-Bera statistic 580, 611 in VAR 726

J-statistic 491

ordinary equation 491 panel equation 922

J-test 596

K

Kalman filter 755 Kernel

bivariate fit 405

choice in HAC weighting 704, 718