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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

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

●联立方程模型及其偏倚 ●联立方程模型的识别 ●联立方程模型的估计

●设定误差 ●设定误差的检验 ●测量误差

●基本概念 ●虚拟变量设置规则

●滞后效应与滞后变量模型 ●分布滞后模型的估计 ●自回归模型的构建 ●自回归模型的估计

●什么是自相关 ●自相关的后果 ●自相关的检验 ●自相关性的补救