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

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 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 3.1 Least squares estimation The criterion of the least squares estimation is

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

Review Problems for Midterm 1 Least Squares 1. In the linear regression model

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

参考文献 1、谭善勇,郭立主编《物业管理理论与实务》北京:机械工业出版社 2005 2、谭善勇主编《物业管理》北京:机械工业出版社2004 3、谭善勇编著《现代物业管理实务》北京:首都经济贸易大学出版社

assets An asset is a commodity that provides a flow of services over time. +E.g. a house, or a computer. .A financial asset provides a flow of money over time -a security

Main issue Mean-Variance Utility Budget Constraints for Risky Assets Measuring Risk Capital Asset Pricing Model