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[원서] Soderlind P. - Lecture notes for econometrics (2002)

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[원서] Soderlind P. - Lecture notes for econometrics (2002)
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[원서] Soderlind P. - Lecture notes for econometrics (2002)
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Contents

1

Lecture Notes for Econometrics 2002 (rst year PhD course in Stockholm)
Paul Soderlind1 June 2002 (some typos corrected and some material added later)

Introduction 1.1 Means and Standard Deviation 1.2 Testing Sample Means . . . . 1.3 Covariance and Correlation . . 1.4 Least Squares . . . . . . . . . 1.5 Maximum Likelihood . . . . . O 1.6 The Distribution of ˇ . . . . . 1.7 Diagnostic Tests . . . . . . . . O 1.8 Testing Hypotheses about ˇ .

. . . . . . . .

. . . . . . .

Contents

1

Lecture Notes for Econometrics 2002 (rst year PhD course in Stockholm)
Paul Soderlind1 June 2002 (some typos corrected and some material added later)

Introduction 1.1 Means and Standard Deviation 1.2 Testing Sample Means . . . . 1.3 Covariance and Correlation . . 1.4 Least Squares . . . . . . . . . 1.5 Maximum Likelihood . . . …(drop)
다.

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