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Chapter 4 Finite-Sample properties of the LSE Finnite-sample the n is assumed to be fixed normal dist n assumed Large-sample theory n is sent to oo, general distn assumed
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Chapter 6 Large Sample Inference and Prediction 6.1 Large sample inference Consider the null hypothesis
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Review Problems for Midterm 1 Least Squares 1. In the linear regression model
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§2.1 一元线性回归模型的概述 §2.2 回归模型的参数估计
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复旦大学:《计量经济学》学习资料_Notes on Probability(1/2)
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LAW OF ITERATED EXPECTATIONS Law of Iterated Expectations Theorem 1 Law of iterated expectation.s The notation Er[ indicates the expectation over the value of a Example
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§5.1 虚拟变量 §5.3 滞后变量 §5.3 模型的设定偏误* (§3.6 受约束的回归) §5.4 从传统到约化建模
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Expectations and Conditional Expectations Definition 1 Discrete Random Variable random wariable is discrete f the set of outcomes is either finite in number or countably
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Review Conditional pdf Let(Y1,., YN) have joint pdf f(31,.. JN). Let f(3J+1, .. yN)be the marginal pdf of(y+1,……,YN). The conditional pdf of y1,…, Y, given y+1,…, YN is defined by
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一、异方差性 对多元线性回归模型:
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