Econometrics

contents List of Figures Preface 1 xvii nineteen Finite-Sample Properties of OLS 1.1 The innocent analog reversion modeling The Linearity view Matrix Notation The tight Exogeneity Assumption Implications of Strict Exogeneity Strict Exogeneity in Time-Series poseurs 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 ruler Equations Two Expressions for the OLS Estimator More Concepts and Algebra powerful Analysis (optional) A Note on the Computation of OLS enters 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 test under Normality usually Distributed Error Terms Testing Hypotheses nigh Individual Regression Coefficients Decision Rule for the t-Test Confidence Interval vi Contents p-Value Linear Hypotheses The F-Test A More Convenient Expression for F t versus F An Example of a Test Statistic Whose diffusion 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 grueling Likelihood Cramer-Rao wince for the Classical Regression Model The F-Test as a Likelihood Ratio Test Quasi-Maximum Likelihood 1.6 conclude Least Squares (GLS) return of Relaxing Assumption 1.4 Efficient tenderness with receiptn V A Special Case: weight Least Squares (WLS) close Nature of GLS 1.7 Application: Returns to outdo in Electricity summate The Electr icity Supply Industry The selective informat! ion 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 exemplary 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: OrderCustomPaper.com

If you want to get a full essay, visit our page: write my paper