Econometric notes

Giorgio Calzolari

MPRA Paper from University Library of Munich, Germany

Abstract: Lecture notes for a course of Introductory Econometrics (linear regression model and ordinary least squares, including concepts of Linear Algebra and Inferential Statistics), and for a second course of Econometrics (simultaneous equations, instrumental variables, limited and full information estimation methods, maximum likelihood).

Keywords: Econometric models; linear regression model; simultaneous equations; instrumental variables; seemingly unrelated regression equations; maximum likelihood; 2SLS; 3SLS; LIVE; IIV; FIVE (search for similar items in EconPapers)
JEL-codes: C3 C63 (search for similar items in EconPapers)
Date: 2012-01-31
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https://mpra.ub.uni-muenchen.de/71440/9/MPRA_paper_71439.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/85396/17/MPRA_paper_85396.pdf revised version (application/pdf)

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Working Paper: Econometric notes (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:71440

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