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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| Ngôn ngữ: | English |
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2012
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| Truy cập trực tuyến: | http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30544 |
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oai:scholar.dlu.edu.vn:DLU123456789-305442014-10-24T07:17:39Z Econometric theory and methods Davidson, R MacKinnon, J.G Econometrics 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. 2012-04-26T03:41:25Z 2012-04-26T03:41:25Z 2004 Book http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30544 en application/pdf |
| institution |
Thư viện Trường Đại học Đà Lạt |
| collection |
Thư viện số |
| language |
English |
| topic |
Econometrics |
| spellingShingle |
Econometrics Davidson, R MacKinnon, J.G Econometric theory and methods |
| description |
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. |
| format |
Book |
| author |
Davidson, R MacKinnon, J.G |
| author_facet |
Davidson, R MacKinnon, J.G |
| author_sort |
Davidson, R |
| title |
Econometric theory and methods |
| title_short |
Econometric theory and methods |
| title_full |
Econometric theory and methods |
| title_fullStr |
Econometric theory and methods |
| title_full_unstemmed |
Econometric theory and methods |
| title_sort |
econometric theory and methods |
| publishDate |
2012 |
| url |
http://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30544 |
| _version_ |
1757662050049327104 |