Econometrics (Statistics: Textbooks and Monographs)
Publisher: CRC
Published: March 1, 1976
Language: eng
Format: Hardcover
Number of pages: 280
ISBN-13: 9780824787356
Subjects: Econometrics; Mathematics; Decision Making & Problem Solving; Business & Economics; Business / Economics / Finance; Business/Economics; Probability & Statistics - General; Mathematics / Statistics
First sentence: Consider the linear regression model where yt is the t-th observation on the dependent variable in the regression, Xti is the t-th observation on the i-th independent variable (regressor), i is the regression coefficient corresponding to the i-th regressor, and t is the t-th observation on the disturbance (error) term.