Econometrics Economics
Bạn đang xem bản rút gọn của tài liệu. Xem và tải ngay bản đầy đủ của tài liệu tại đây (5.15 MB, 155 trang )
Thomas Andren
Econometrics
2
Download free eBooks at bookboon.com
Econometrics
1st edition
© 2007 Thomas Andren & bookboon.com
ISBN 978-87-7681-235-5
3
Download free eBooks at bookboon.com
Econometrics
Contents
Contents
1
Basics of probability and statistics
8
1.1
Random variables and probability distributions
8
1.2
he multivariate probability distribution function
15
1.3
Characteristics of probability distributions
17
2
Basic probability distributions in econometrics
24
2.1
he normal distribution
24
2.2
he t-distribution
31
2.3
he Chi-square distribution
33
2.4
he F-distribution
34
3
he simple regression model
36
3.1
he population regression model
36
3.2
Estimation of population parameters
41
www.sylvania.com
We do not reinvent
the wheel we reinvent
light.
Fascinating lighting offers an ininite spectrum of
possibilities: Innovative technologies and new
markets provide both opportunities and challenges.
An environment in which your expertise is in high
demand. Enjoy the supportive working atmosphere
within our global group and beneit from international
career paths. Implement sustainable ideas in close
cooperation with other specialists and contribute to
inluencing our future. Come and join us in reinventing
light every day.
Light is OSRAM
4
Download free eBooks at bookboon.com
Click on the ad to read more
Econometrics
Contents
4
Statistical inference
49
4.1
Hypothesis testing
50
4.2
Conidence interval
52
4.3
Type I and type II errors
55
4.4
he best linear predictor
58
5
Model Measures
61
2
5.1
he coeicient of determination (R )
61
5.2
he adjusted coeicient of determination (Adjusted R2)
66
5.3
he analysis of variance table (ANOVA)
67
6
he multiple regression model
70
6.1
Partial marginal efects
70
6.2
Estimation of partial regression coeicients
72
6.3
he joint hypothesis test
73
7
Speciication
78
7.2
Omission of a relevant variable
83
7.3
Inclusion of an irrelevant variable
85
7.4
Measurement errors
86
360°
thinking
.
Discover the truth at www.deloitte.ca/careers
5
Download free eBooks at bookboon.com
© Deloitte & Touche LLP and affiliated entities.
Click on the ad to read more
