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Lecture Notes in Introductory Econometrics

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.

ference and the mathematical optimization methods will be omitted. The basic ( rst year) courses of Mathematics and Statistics contain the necessary prelim-inary notions to be known. Furthermore, the overall level is not advanced: for any student (either undergraduate or graduate) or scholar willing to proceed

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