Econometrics
Publisher: Irwin/McGraw-Hill
Published: March 2004
Language: eng
Format: Hardcover
Number of pages: 427
ISBN-13: 9780071215114
Subjects: Business / Economics / Finance; Econometrics; Business/Economics
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.