Understanding EconometricsHutchinson, 1984 - 295 sayfa |
İçindekiler
Preface to the first edition 79 | 7 |
The two variable linear model | 33 |
The linear model with further explanatory variables | 80 |
Telif Hakkı | |
6 diğer bölüm gösterilmiyor
Diğer baskılar - Tümünü görüntüle
Sık kullanılan terimler ve kelime öbekleri
2SLS alternative assumed assumptions asymptotic asymptotic variance B₁ B₂ behaviour best linear unbiased C₁ calculation CALIFORNIA/SANTA CRUZ coefficient confidence interval consider consumption function corresponding critical value CRUZ The University D₁ defined degrees of freedom dependent variable disturbance term disturbance variance econometric economic equivalent exactly example exogenous expectation explanatory variables given hand side heteroscedasticity independent instrumental variable involves lagged endogenous variables mators method multicollinearity nonrandom nonzero normal distribution null hypothesis number of observations obtained OLS estimators original model period plim possible probability distribution problem procedure properties random disturbances random variable reduced form region regression relationship represent residual sum restrictions result sample mean SANTA CRUZ Section serial correlation single equation slope estimator specification ẞ₁ standard errors sum of squares test statistic tion transformed model true value u₁ unbiased estimator University Library UNIVERSITY UNIVERSITY OF CALIFORNIA/SANTA V₁ variable model X₁ Y₁ zero