Transcription of Lecture Notes in Introductory Econometrics
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Lecture Notes inIntroductory EconometricsAcademic year 2017-2018 Prof. Arsen PalestiniMEMOTEF, Sapienza University of Introduction52 The regression OLS: two-variable case .. Assessment of the goodness of fit .. OLS: multiple variable case .. Assumptions for classical regression models ..173 maximum likelihood maximum likelihood estimation and OLS .. Confidence intervals for coefficients ..264 Approaches to testing Hints on the main distributions in Statistics .. Wald Test .. TheFstatistic ..325 Dummy variables3534 CONTENTSC hapter 1 IntroductionThe present Lecture Notes introduce some preliminary and simple notions ofEconometrics for undergraduate students. They can be viewed as a helpfulcontribution for very short courses in Econometrics , where the basic topics arepresented, endowed with some theoretical insights and some worked lighten the treatment, the basic notions of linear algebra and statistical in-ference and the mathematical optimization methods will be omitted.
Introductory Econometrics Academic year 2017-2018 Prof. Arsen Palestini ... 3 Maximum likelihood estimation 23 ... Chapter 2 The regression model When we have to t a sample regression to a scatter of points, it makes sense to determine a line such that the residuals, i.e. the di erences between each actual ...
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