Econometrics

table of contents List of Figures Preface 1 xvii nineteen Finite-Sample Properties of OLS 1.1 The innocent analog turnaround modeling The Linearity forecast Matrix Notation The exact Exogeneity Assumption Implications of Strict Exogeneity Strict Exogeneity in Time-Series illustrations Other Assumptions of the Model The Classical Regression Model for Random Samples Fixed Regressors 1.2 The Algebra of Least Squares OLS Minimizes the summarise of Squared Residuals prevalent Equations Two Expressions for the OLS Estimator More Concepts and Algebra powerful Analysis (optional) A Note on the Computation of OLS sees 1.3 Finite-Sample Properties of OLS Finite-Sample scattering of b Finite-Sample Properties of s2 Estimate of Var(b 1 X) 1.4 Hypothesis exam under Normality unremarkably Distributed Error Terms Testing Hypotheses nigh Individual Regression Coefficients Decision Rule for the t-Test Confidence Interval vi Contents p-Value Linear Hypotheses Th e F-Test A More Convenient Expression for F t versus F An Example of a Test Statistic Whose dissemination Depends on X 1.

5 Relation to Maximum likelihood The Maximum likelihood Principle Conditional versus Unconditional likeliness The Log Likelihood for the Regression Model ML via knockout Likelihood Cramer-Rao wince for the Classical Regression Model The F-Test as a Likelihood Ratio Test Quasi-Maximum Likelihood 1.6 generalize Least Squares (GLS) return of Relaxing Assumption 1.4 Efficient regard with have it offn V A Special Case: heavy Least Squares (WLS) close Nature of GLS 1.7 Application: Returns to casing in Electricity summate The Electrici! ty Supply Industry The info Why Do We Need Econometrics? The Cobb-Douglas Technology How Do We Know Things are Cobh-Douglas? Are the OLS Assumptions Satisfied? Restricted Least Squares Testing the Homogeneity of the cost Function Detour: A cautionary Note on R~ Testing Constant Returns to Scale Importance of Plotting Residuals consequent Developments Problem Set...If you want to get a full essay, fellowship it on our website: BestEssayCheap.com

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