Econometrics

Contents List of Figures Preface 1 xvii xix Finite-Sample Properties of OLS 1.1 The inexperienced person analog Regression modeling The bilinearity guess matrix Notation The Strict Exogeneity arrogance Implications of Strict Exogeneity Strict Exogeneity in Time-Series computer simulations Other Assumptions of the Model The mere Regression Model for stochastic Samples Fixed Regressors 1.2 The Algebra of least(prenominal) Squares OLS Minimizes the take up of Squared Residuals Normal Equations twain Expressions for the OLS Estimator More Concepts and Algebra knock-down(a) Analysis (optional) A pedigree on the Computation of OLS Estimates 1.3 Finite-Sample Properties of OLS Finite-Sample sparge of b Finite-Sample Properties of s2 Estimate of Var(b 1 X) 1.4 Hypothesis Testing low Normality Normally Distributed fault Terms Testing Hypotheses neighboring Individual Regression Coefficients finish Rule for the t-Test Confidence Interval vi Contents p-Value Linear Hypotheses The F-Test A More accessible Expression for F t versus F An Example of a Test Statistic Whose Distribution Depends on X 1.

5 Relation to maximal likeliness The Maximum likelihood Principle Conditional versus categoric likeliness The Log likeliness for the Regression Model ML via Concentrated likelihood Cramer-Rao rebound for the Classical Regression Model The F-Test as a likelihood Ratio Test Quasi-Maximum Likelihood 1.6 Generalized Least Squares (GLS) return of Relaxing Assumption 1.4 competent Estimation with Known V A Special shield: Weighted Least Squares (WLS) closely Nature of GLS 1.7 Application: Returns to collection plate in Electricity bring The Electricity Supply fabrication The Data Why Do We Need Econometrics? The Cobb-Douglas Technology How Do We Know Things are Cobh-Douglas? atomic number 18 the OLS Assumptions Satisfied? Restricted Least Squares Testing the Homogeneity of the greet Function Detour: A Cautionary Note on R~ Testing regular Returns to Scale Importance of Plotting Residuals issue Developments Problem Set...If you want to commove a full essay, kinsfolk it on our website: Orderessay

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