Econometric notes

Calzolari, Giorgio (2012): Econometric notes.

Abstract

Lecture notes for a course of Introductory Econometrics (linear regression model and ordinary least squares, including concepts of Linear Algebra and Inferential Statistics), and for a second course of Econometrics (simultaneous equations, instrumental variables, limited and full information estimation methods, maximum likelihood).

• Item Type: MPRA Paper
• Language: English
• Keywords: Econometric models, linear regression model, simultaneous equations, instrumental variables, seemingly unrelated regression equations, maximum likelihood, 2SLS, 3SLS, LIVE, IIV, FIVE
• Subjects: C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C63 - Computational Techniques ; Simulation Modeling; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables

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