Econometrics lecture
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Econometrics lecture
An Introduction to EconometricsLecture notesJaap H. Abbring*Department, of Economics The University of Chicago First complete draft (vl.04) March 8, 2 Econometrics lecture 2001PrefaceThese are my lecture notes for the Winter 2001 undergraduate econometrics course at the University of Chicago (Econ 210).Some technical details are delegated to end notes for interested students. These are not required reading, and can he skipped without problems.Comments and suggestions Econometrics lecture art' most welcome. These notes art' freshly written, in a fairly short amount of time, so I am particularly interested in any errors yon may detect.*©Econometrics lecture
2001 Jaap H Abbring. I have benefit ted from Jeffrey Campbell's econometrics lecture notes.KOON 110: RconoMMArica A (Jkhp Abhring. March 8. 2Ũ0IỊ11ConAn Introduction to EconometricsLecture notesJaap H. Abbring*Department, of Economics The University of Chicago First complete draft (vl.04) March 8, 2 Econometrics lecture tional probability and independence ................................. G2.3Random variables.......................................................... 82.3.1Random variables and cumulative distribution functions............. 82.3.2Discrete distributions and probability mass functions.............. 92. Econometrics lecture 3.3Continuous distributions and probability density functions........ 102.3.4Joint, marginal and conditional distributions..................... 122.3.Econometrics lecture
5Expectation and moments........................................... 152.3.6Conditional expectation and regression............................ 192.3.7TAn Introduction to EconometricsLecture notesJaap H. Abbring*Department, of Economics The University of Chicago First complete draft (vl.04) March 8, 2 Econometrics lecture 1Sampling from a population.........................................242.4.2Estimation.........................................................272.4.3Hypothesis testing ............................................... 333The classical simple linear regression model413.1Introduction.................... Econometrics lecture ......................................... 413.2The simple linear regression model ...................................... 443.3The classical assumptionEconometrics lecture
s ............................................... 4G3.1Least squares estimation: the Gauss-Markov theorem....................... 483.4.1Unbiasedness..An Introduction to EconometricsLecture notesJaap H. Abbring*Department, of Economics The University of Chicago First complete draft (vl.04) March 8, 2 Econometrics lecture ami covariance.....................................523.4.4Asymptotic properties: consistencyand asymptotic normality ... 533.4.5Additional results for normal models.............................. 54 Econometrics lecture An Introduction to EconometricsLecture notesJaap H. Abbring*Department, of Economics The University of Chicago First complete draft (vl.04) March 8, 2Gọi ngay
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