Econometrics
Publisher: Irwin/McGraw-Hill
Published: January 2005
Language: eng
Format: Hardcover
Number of pages: 427
ISBN-13: 9780073523064
Subjects: Econometrics; Business / Economics / Finance
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.