Friday, September 17, 2010

Econometrics

**under construction


Probability Density Functions
Mathematical Expectation
Sample Estimates
Properties of Estimators
Confidence Intervals
Hypothesis Testing
Estimation Strategies

I. Getting Started

The Method of Least Squares
Multivariable Regression
The Gauss-Markov Theorem
Maximum Likelihood Estimation

II. Making Assumptions

Assumptions of Classical Regression
Violations of the Classical Assumptions
Properties of Estimators in Classical Regression
Other Models and Assumptions

III. Hypothesis Testing

Classical Normal Regression
Confidence Intervals
The R2 and F-test
Asymptotic Properties in Hypothesis Testing

IV. Qualitative and Limited Dependent Variables

The Linear Probability Model
The Binomial Logit Model
The Binomial Probit Model
The Tobit Model

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