计量济学导论与线性回归模型分析.pdfVIP

TabofContents

Chapter1IntroductiontoEconometrics

1.1QuantitativeFeaturesofModernEconomics

1.2MathematicalModeling

1.3EconometricAnalysis

1.4MotivatingExamp

Chapter2GeneralRegressionAnalysis

2.1ConditionalProbabilityDistribution

2.2RegressionAnalysis

2.3LinearRegressionModeling

2.4CorrectModelSpeci?cation

Chapter3ClassicalLinearRegressionModels

3.1FrameworkandAssumptions

3.2OLSEstimation

3.3GoodnessofFitandModelSelectionCriteria

3.4ConsistencyandE?ciencyofOLS

3.5SamplingDistributionofOLS

3.6VarianceMatrixEstimatorforOLS

3.7HypothesisTesting

3.8GeneralizedLeastSquares(GLS)Estimation

3.9EmpiricalApplications

3.9.1ForeignApplications

3.9.2Applications

Chapter4LinearRegressionModelswithI.I.D.Observations

4.1IntroductiontoAsymptoticAnalysis

4.2FrameworkandAssumptions

4.3ConsistencyofOLS

4.4AsymptoticNormalityofOLS

4.5AsymptoticVarianceEstimatorforOLS

4.5.1TheCaseofConditionalHomoskedasticity

4.5.2TheCaseofConditionalHeteroskedasticity

4.6HypothesisTesting

4.7TestingforConditionalHomoskedasticity

4.8EmpiricalApplicationstoCross-SectionalData

4.8.1ForeignApplications

4.8.2Applications

0

Chapter5LinearRegressionModelswithDependentObservations

5.1BasicConceptsinTimeSeriesAnalysis

5.2FrameworkandAssumptions

5.3ConsistencyofOLS

5.4AsymptoticNormalityofOLS

5.5AsymptoticVarianceEstimatorforOLS

5.5.1TheCaseofConditionalHomoskedasticity

5.5.2TheCaseofCondition