Econometrics – Part I
Publisher: Bookboon.com
Published: 2013
ISBN-13: 9788776813154
Table of contents: title: Content; title: 1. Basics of probability and statistics; title: 1.1 Random variables and probability distributions; title: 1.1.1 Properties of probabilities; title: 1.1.2 The probability function – the discrete case; title: 1.1.3 The cumulative probability function – the discrete case; title: 1.1.4 The probability function – the continuous case; title: 1.1.5 The cumulative probability function – the continuous case; title: 1.2 The multivariate probability distribution function; title: 1.3 Characteristics of probability distributions; title: 1.3.1 Measures of central tendency; title: 1.3.2 Measures of dispersion; title: 1.3.3 Measures of linear relationship; title: 1.3.4 Skewness and kurtosis; title: 2. Basic probability distributions in econometrics; title: 2.1 The normal distribution; title: 2.2 The t-distribution; title: 2.3 The Chi-square distribution; title: 2.4 The F-distribution; title: 3. The simple regression model; title: 3.1 The population regression model; title: 3.1.1 The economic model; title: 3.1.2 The econometric model; title: 3.1.3 The assumptions of the simple regression model; title: 3.2 Estimation of population parameters; title: 3.2.1 The method of ordinary least squares; title: 3.2.2 Properties of the least squares estimator