Econometrics

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文件名称：Econometrics

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更新时间：2018-06-08 05:34:46

Econometrics

Part I 1 1 What Is Econometrics? 3 1.1 Introduction ...................................... 3 1.2 A Brief History . . . ................................. 5 1.3 Critiques of Econometrics . . ............................. 7 1.4 LookingAhead ..................................... 8 Notes ............................................. 10 References . . . ........................................ 10 2 Basic Statistical Concepts 13 2.1 Introduction ...................................... 13 2.2 MethodsofEstimation ................................ 13 2.3 PropertiesofEstimators ............................... 16 2.4 HypothesisTesting .................................. 21 2.5 Confidence Intervals . ................................. 30 2.6 DescriptiveStatistics ................................. 31 Notes ............................................. 36 Problems ........................................... 36 References . . . ........................................ 42 Appendix ........................................... 42 3 Simple Linear Regression 49 3.1 Introduction ...................................... 49 3.2 Least Squares Estimation and the Classical Assumptions ............. 50 3.3 StatisticalPropertiesofLeastSquares ........................ 55 3.4 Estimation of σ2 .................................... 56