Topics in Statistics and Econometrics
1
Motivation
2
Introduction
3
Topic 01
3.1
Motivation
3.2
Probelm
3.3
Analysis
4
Topic 02
4.1
Statistical Model
4.2
Simulation
4.2.1
Set up
4.2.2
Data Generating Process
4.2.3
Simulation
4.2.4
Plots
4.2.5
Reduced form parameters
4.3
Least-Squares Estimator
4.4
Sample Distribution of Least-Squares Estimator
References
Topics in Statistics and Econometrics
Chapter 2
Introduction