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Unformatted text preview: Res Ec 703: Econometrics Order of Topics And Readings For Lecture 1 (September 7,2010) Abbreviations GHJ: Griffiths, Hill, and Judge D: Dhrymes BM: Bernie Morzuch's notes WW: Wonnacott and Wonnacott Source Page(s) Syllabus 3 Syllabus 5 BM 1-3 BM 4 BM 5-7 BM 8-9 BM 10-13 BM 14 BM 13-17 BM 16 BM Bottom p.1 7- p.21 BM p.22, top half GHJ Topics Readings: GHJ Chapters 6 and 9 Flow chart My notation; assumptions of the classical linear regression model General types of problems analyzed in this course An experimental-design context of regression; How are regression coefficients derived? Applying the item directly above to a matrix setting: Deriving the normal equations Deriving estimators Looking at the behavior of estimators A digression: the workings of the almost-unbelievable Central Limit Theorem WW: The Central Limit Theorem applied to sample statistics that are weighted sums Estimator behavior as the sample size increases: asymptotic behavior D: Formal mathematical summarization of the item above Small-sample and large-sample properties of estimators Conclusions about properties of estimators Readings To Be Completed By The Beginning OfThe 2 nd Class Chapters 6 and 9: This is easy stuff. I regard it as getting reacquainted with econometrics after a briefhiatus. Be prepared to answer some questions. •...
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This note was uploaded on 12/08/2011 for the course ECON 703 taught by Professor Bernardmorzuch during the Fall '10 term at UMass (Amherst).
- Fall '10