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Unformatted text preview: y i values for the entire sample X A matrix containing all the explanatory variables x ki for the entire sample e A vector cointaining all the e i values for the entire sample ! k The coefficient on explanatory variable k in a linear model A vector containing all the coefficients k E [ z ] The expected value of some variable z or the ( true ) population mean of z Var ( z ) The ( true ) population variance in z Cov ( z , w ) The ( true ) population covariance between z and w z The ( estimated ) sample mean of z V ˆ ar ( z ) The ( estimated ) sample variance in z C ˆ ov ( z , w ) The ( estimated ) covariance between z and w ˆ ! The estimated value of the coefficients...
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 Spring '08
 Staff
 Econometrics, Variance, Probability theory, Cauchy distribution, Covariance matrix, explanatory variable yi, sample Total number

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