Elements of Econometrics |
Contents
Experimental Derivation of Sampling Distributions | 18 |
Probability and Probability Distributions | 30 |
Theoretical Derivation of Sampling Distributions | 70 |
Copyright | |
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Common terms and phrases
a₁ acceptance region assume assumptions asymptotic variance asymptotically efficient autoregressive B₁ B₂ BX₁ C₁ calculated confidence intervals consider consistent estimator consumption function correlation corresponding covariance derived determined disturbance Econometric elements endogenous variables equal to zero Error Type esti estimator of ẞ example explanatory variables Figure finite follows formula given heteroskedastic income independent instrumental variables least squares estimators least squares method level of significance likelihood function linear regression linear regression model maximum likelihood estimators multicollinearity nonlinear nonstochastic normally distributed Note null hypothesis obtain ordinary least squares P₁ parameters plim population mean random variable reduced form regression coefficients regression equation represents restricted sample mean sampling distribution Section specification standard errors stochastic structural equation Suppose Table test statistic Theorem tion unbiased estimator V₁ Var(B variance-covariance matrix W₁ X₁ Y₁ Z₁ Σ Σ Σα