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Midterm_review - variance(unbiasedness efficiency...

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University of Minnesota Econ 4261: Introduction to Econometrics Midterm review The midterm exam is scheduled for Tuesday, October 27, during class time. Here’s a brief listing so that you know what to study for the midterm exam. 1. Statistic and Matrix Algebra Review 2. Criteria for Estimators Unbiasedness and efficiency properties of estimators. Mean squared error. 3. Ordinary Least Squares Ordinary least squares estimation. Minimizing the sum of squared residuals. 4. Classical Linear Regression Model Linear regression with two variables. Assump- tions of the model. Derivation and properties of estimators for intercept, slope and the
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Unformatted text preview: variance.(unbiasedness, efficiency, Gauss-Markov theorem) 5. Hypothesis Testing Normality assumption on the disturbance term.Confidence in-terval and test of significance approach to hypothesis testing. T-test and F-test of significance. 6. Multivariate Case and Multicollinearity Problems with linearly dependent ex-planatory variables. 7. Matrix Approach to Multivariate Case Check your notes and homework exercises for a full preparation. Good luck!...
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