ORLOV_ECON2123_LEC02
These slides are by no means a substitute for the textbook readings and represent a modified version of Christopher Dougherty’s slides. This lecture covers the material related to the simple linear regression: Estimation of coefficients Unbiasedness, Efficiency, and Monte Carlo Experiments Testing hypothesis on coefficients Testing the goodness of fit of a linear regression This lecture will cover chapters 1 and 2 of the Dougherty textbook. Understanding this material is essential for understanding how the more complicated version of the model presented in the following chapters works. Y Y =
Geschreven voor
- Instelling
- Midwestern University
- Vak
- ECONOMICS 2123B
Documentinformatie
- Geüpload op
- 3 mei 2021
- Aantal pagina's
- 1
- Geschreven in
- 2020/2021
- Type
- OVERIG
- Persoon
- Onbekend
Onderwerpen
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efficiency
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this lecture covers the material related to the simple linear regression ➢ estimation of coefficients ➢ unbiasedness
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and monte carlo experiments ➢ testing hypothesis on coefficients ➢ te