Chapter 7 Functional Form and Structural Change 7.1 Using binary variable Example 1 Earnings equation for married women

Chapter 6 Large Sample Inference and Prediction 6.1 Large sample inference Consider the null hypothesis

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

Chapter 3 Least Squares Methods for Estimating B Methods for estimat ing B Least squares estimation Maximum like lihood estimation Met hod of moments est imation Least a bsolute deviat ion est imation

Chapter 2 The Classical Multiple Linear Regression Model 2.1 Linear Regression Model Notation dependent variable, regressand

Chapter 12 Time Series Analysis 12.1 Stochastic processes A stochastic process is a family of random variables {Xt,t ET}. Example{St,t 0, 1,2,...} where St i=o X; and iid(0,2). St has a different distribution at each point t

Chapter 11 Heteroskedasticity 11.1 White's test for heteroskedasticity For a model with het eroskedasticity

CHAPTER 10 GENERALIZED LEAST SQUARES ESTIMATION Chapter 10 Generalized Least Squares Estimation 10.1 Model

Chapter 1 Introduction 1.1 What is econometrics? Application of st atistical and mathematical met hods to the analysis of economic Purposes 1. Testing economic theories 2. Policy analysis(simultaneous equations model, vector autoregressive model

现年78岁的格林斯潘喜爱音乐和运动,曾在纽约 时报广场派拉蒙剧院下面的一家夜总会里演奏萨克斯 管。音乐梦“破灭”转行经济学,1987年8月开始担 任美联储主席,历经四位总统,迄今已经4次担任此职。 他导引下的美国经济经历过两次衰退、一次股市泡沫和 一次历史上最长的增长期