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 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 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