Econometric theory and methods
Regression models form the core of the discipline of econometrics. Although econometricians routinely estimate a wide variety of statistical models, using many different types of data, the vast majority of these are either regression models or close relatives of them. In this chapter, we introduc...
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| Những tác giả chính: | , |
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
| Được phát hành: |
2012
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| Những chủ đề: | |
| Truy cập trực tuyến: | http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30544 |
| Các nhãn: |
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| Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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| Tóm tắt: | Regression models form the core of the discipline of econometrics. Although
econometricians routinely estimate a wide variety of statistical models, using
many different types of data, the vast majority of these are either regression
models or close relatives of them. In this chapter, we introduce the concept of
a regression model, discuss several varieties of them, and introduce the estimation
method that is most commonly used with regression models, namely, least
squares. This estimation method is derived by using the method of moments,
which is a very general principle of estimation that has many applications in
econometrics. |
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