## EconometricsIntroduction to probability and statistical inference; Introduction to econometric methods; Further discussion of selectd topics. |

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### Contents

PART TWO INTRODUCTION TO PROBABlLrTY | 9 |

Random Variables and Probability Distributions | 21 |

Classical Statistical Inference | 36 |

Copyright | |

16 other sections not shown

### Common terms and phrases

2SLS 2SLS estimator aggregate American Statistical Association analysis assume assumption asymptotic autocorrelation autoregressive Bayesian bias compute confidence intervals consider consistent estimates constant term consumption function covariance matrix defined degrees of freedom demand function denote dependent variable derived discussed Distributed Lag distributed-lag models dummy variables Durbin econometric Econometrica economic endogenous example exogenous variables explanatory variables forecasts gamma distribution given Hence heteroscedasticity hypothesis income independent instrumental variables iterative lag distribution least-squares estimators likelihood function linear mean measure method minimize ML estimates multicollinearity normal distribution number of observations obtained omitted variables parameters percent plim posterior distribution prediction prior probability distribution problem procedure random variable ratio reduced-form regression coefficients regression equation regression model relationship residual sum restrictions ri ri sample serial correlation significant standard errors suggested sum of squares Suppose Table time-series data tion variance a2 vector zero

### References to this book

Poverty and Place: Ghettos, Barrios, and the American City Paul A. Jargowsky No preview available - 1997 |