LAURIER
Business & Economics
Wilfrid Laurier University
School of Business and Economics
EC655 (Econometrics)
Instructor: Jean Eid
Assignment # 1
1
Statistics
Question-1 Let X, Y, and Z be random vari
LAURIER
Business & Economics
Wilfrid Laurier University
School of Business and Economics
(Econometrics)
Instructor: Jean Eid
Lecture Notes: Gauss-Markov Theorem
Assume that the following hold
MLR-1 Li
Econometrics, Fall 2015
Jean Eid
Wilfrid Laurier University
LAZARIDIS
Business & Economics
Variance of
1
1/20
First recall
yi = 0 + 1 xi + ui
LAZARIDIS
Business & Economics
Variance of
1
2/20
First
EC655 ( Econometrics)
Instructor: Jean Eid
Assignment # 1
1
Statistics
Question-1 Let X, Y, and Z be random variables with E X = X , E Y = Y , E Z = Z , and Var X =
2
2
. Furthermore let C
Class Notes for Econometrics
Variance of Ordinary Least Squares under the Gauss
Markov assumptions
Jean Eid
Assume that the following hold
MLR-1 Linearity in the parameter
MLR-2 Independence of the er
Probability Review
John Norstad
[email protected]
http:/homepage.mac.com/j.norstad
September 11, 2002
Updated: February 10, 2005
Abstract
We dene and review the basic notions of variance, standard dev
Class Notes for EC355
Ordinary Least Squares and Method of Moments
Derivation under the Gauss Markov assumptions
Jean Eid
Assume that the following hold
MLR1 Linearity in the parameter eg. suppose we
Class Notes for Econometrics
Expectation of Ordinary Least Squares under the Gauss
Markov assumptions
Jean Eid
Assume that the following hold
MLR1 Linearity in the parameter
MLR2 Independence of the e