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Econometrics
Part I 1
1 What Is Econometrics? 3
1.1 Introduction ...................................... 3
1.2 A Brief History . . . ................................. 5
1.3 Critiques of Econometrics . . ............................. 7
1.4 LookingAhead ..................................... 8
Notes ............................................. 10
References . . . ........................................ 10
2 Basic Statistical Concepts 13
2.1 Introduction ...................................... 13
2.2 MethodsofEstimation ................................ 13
2.3 PropertiesofEstimators ............................... 16
2.4 HypothesisTesting .................................. 21
2.5 Confidence Intervals . ................................. 30
2.6 DescriptiveStatistics ................................. 31
Notes ............................................. 36
Problems ........................................... 36
References . . . ........................................ 42
Appendix ........................................... 42
3 Simple Linear Regression 49
3.1 Introduction ...................................... 49
3.2 Least Squares Estimation and the Classical Assumptions ............. 50
3.3 StatisticalPropertiesofLeastSquares ........................ 55
3.4 Estimation of σ2 .................................... 56
2015-05-19
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