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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
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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
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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
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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
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一、多重共线性 二、实际经济问题中的多重共线性 三、多重共线的后果 四、多重共线的检验 五、多重共线的克服 六、案例
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石河子大学:《计量经济学》课程教学资源(课件讲稿)第一章 绪论 ECONOMETRICS
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石河子大学:《计量经济学》课程授课教案(2012-2013第一学期,任课教师:唐勇)
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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
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Review Problems for Midterm 1 Least Squares 1. In the linear regression model
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Chapter 7 Functional Form and Structural Change 7.1 Using binary variable Example 1 Earnings equation for married women
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