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Introduction to statistics and econometrics

Danao, Rolando A.

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  • Notes
    Includes bibliographical references.
    • Content
    • Probability:Sample spaces and events -- Intuitive and abstract probability -- Conditional probability -- Independent events -- Summary -- Random variables and probability distributions : Random variables -- Joint probability distributions -- Marginal and conditional distributions -- Conditional distribution and independent random variables -- Mathematical expectation -- Special mathematical expectations -- Summary -- Special probability distributions : Introduction -- The normal distribution -- The gamma and chi-square distributions -- The t and f distributions -- Summary -- Estimation and hypothesis testing : Random samples -- Point estimation -- Some methods of estimation -- Interval estimation -- Hypothesis testing -- Summary -- Econometric models and economic data : Econometric models -- Variables -- Basic functional forms -- Data -- Data presentation -- Summary measures of data -- Summary -- Appendix to chapter 5:using the computer -- Introduction to e views 3 -- Simple linear regression : The classical simple linear regression model -- Estimation of the regression coefficients -- Distribution of the least squares estimators -- Goodness-of-fit: the coefficient of determination R2 -- Significance of the regression coefficient: the t test -- Significance of the regression equation: the f test -- Normality of the residuals: the jargue-bera test -- Forecasting -- Summary -- Appendix to chapter 6: using the computer -- Least squares estimation in eviews 3 -- Multiple linear regression : The classical multiple linear regression model -- The multiple linear regression model in matrix form -- Estimation of the regression coefficients -- Distribution of the least squares estimator -- Goodness-of-fit:the adjusted coefficient of determination -- Significance of the regression coefficients: the t test -- Significance of the regression equation: the f test -- Forecasting -- Testing linear equality restrictions on the coefficients -- Testing for structural stability -- Summary -- Appendix to chapter 7: using the computer -- Problems in linear regression : Multicollinearity -- Serial correlation -- Heteroskedasticity -- Stochastic regressors -- Specification errors -- Errors in variables -- Nonnormality of the error terms -- Error terms with nonzero mean -- Summary -- Appendix to chapter 8: using the computer -- Selected topics in econometrics : Dummy explanatory variables -- Lag models -- Granger causality -- Stochastic time series -- Stationarity -- The autocorrelation function -- Unit roots -- Cointegration -- Summary -- Appendix to chapter 9: using the computer -- Simultaneous-equations models : Introduction -- Description of econometric : Simultaneous-equations models -- Simultaneous-equations bias -- The identification problem -- Methods of estimation -- Summary -- Appendix to chapter 10:using the computer -- Appendix:Statistical tables : Cumulative standard normal distribution -- Percentiles of the t distribution -- Percentiles of the chi-squared distribution -- 95th percentiles of the f distribution -- 99th percentiles of the f distribution -- Durbin-watson d statistic:5% significance points of dl and du -- Durbin-watson d statistic:1% significance points of dl and du.
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