广东财经大学：经济学院《计量经济学》课程教学大纲

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 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

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

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

石河子大学：《计量经济学》课程PPT教学课件（博士生）补充——EViews软件的相关操作

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

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