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

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

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

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 5 Large sample properties of the LSE 5.1 Stochastic convergence Suppose that Xn} is a sequence of random varia bles with a corresponding sequence of distribution functions{Fn} If Fn(x)(x) at every continuity point x of F, Fn is said to converge weakly to F, written FnF. In this case,{xn} is said to converge in distribution to where

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

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

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

一、拟合优度检验 二、方程显著性检验 三、变量显著性检验

一、异方差性的概念 二、异方差性的后果 三、异方差性的检验 四、异方差性的估计 五、案例