14.381 Statistical Method in Economics, Fall 2006

14.381 Statistical Method in Economics, Fall 2006

This course is divided into two sections, Part I and Part II.  Part I provides an introduction to statistical theory and can be found by visiting 14.381 Fall 2018. Part II, found here, prepares students for the remainder of the econometrics sequence. The emphasis of the course is...

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Bibliografiska uppgifter
Huvudupphovsman: Chernozhukov, Victor
Övriga upphovsmän: Massachusetts Institute of Technology. Department of Economics
Materialtyp: Learning Object
Språk:en-US
Publicerad: 2023
Ämnen:
statistical theory
econometrics
regression analysis
probability
random samples
asymptotic methods
point estimation
evaluation of estimators
Cramer-Rao theorem
hypothesis tests
Neyman Pearson lemma
Likelihood Ratio test
interval estimation
best linear predictor
best linear approximation
conditional expectation function
building functional forms
regression algebra
Gauss-Markov optimality
finite-sample inference
consistency
asymptotic normality
heteroscedasticity
autocorrelation
450601
Economics, General
Länkar:https://hdl.handle.net/1721.1/151750

Internet

https://hdl.handle.net/1721.1/151750

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