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expected value i 221
y 33 Least Squares Maximum Likelihood Estimation
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2SLS algebra assume assumption autocorrelation autoregression bias biased calculate Chapter confidence interval consistent estimator constant consumption function covariance matrix dependent deviation econometric ECTRA endogenous equal equivalent error term estimating equations exactly example exogenous variables explained fertilizer fitted forecast formula Gauss-Markov theorem geometrically graph hence identified income increase independent instrumental variable likelihood function linear mathematical minimize moving average multicollinearity multiple regression null hypothesis observations obtain OLS estimator parameters partial correlation plane population posterior distribution prediction prediction interval prior distribution prob-value probability problem rainfall random ratio reduced form regres regression coefficient regression line regressors relation residual sample mean score seasonal Section serial correlation shown in Figure Similarly simple regression simultaneous slope solution specification standard error statistical statistician structural substitute Suppose Table technique theorem tion transformation true unbiased estimator uncorrelated variance variation vector yield zero