TAILIEUCHUNG - ECONOMETRICS phần 1

nhưng lợi nhuận, và nội dung đi kèm với rủi ro. Nếu bạn thực sự tin rằng bạn đang lái xe rất nhiều doanh nghiệp thông qua các kênh và nếu bạn đang đi chỉ có một số rủi ro tín dụng sau đó 7-9% không phải là xấu. Sau khi tất cả, Visa chỉ 2-3%, Amex chỉ có 4%. Để lấy một ví dụ nhỏ: | ECONOMETRICS Bruce E. Hansen @2000 20111 University of Wisconsin bhansen This Revision January 13 2011 Comments Welcome 1This manuscript may be printed and reproduced for individual or instructional use but may not be printed for commercial purposes. Contents Preface .vii 1 Introduction 1 What is Econometrics . 1 The Probability Approach to Econometrics. 1 Econometric Terms and Notation. 2 Observational Data. 3 Standard Data Structures. 4 Sources for Economic Data . 5 Econometric Software . 6 Reading the Manuscript. 7 2 Moment Estimation 8 Introduction. 8 Population and Sample Mean. 8 Sample Mean is Unbiased. 9 Variance. 9 Convergence in Probability . 10 Weak Law of Large Numbers. 11 Vector-Valued Moments. 12 Convergence in Distribution. 14 Functions of Moments. 14 Delta Method. 16 Stochastic Order Symbols. 18 Uniform Stochastic Bounds . 18 Semiparametric Efficiency. 19 Expectation . 22 Technical Proofs . 24 3 Conditional Expectation and Projection 28 Introduction. 28 The Distribution of Wages. 28 Conditional Expectation. 30 Conditional Expectation Function . 33 Continuous Variables. 35 Law of Iterated Expectations. 36 Monotonicity of Conditioning. 37 CEF Error. 38 Best Predictor . 40 Conditional Variance. 40 Homoskedasticity and Heteroskedasticity. 42 Regression Derivative . 42 i CONTENTS ii Linear CEF. 43 Linear CEF with Nonlinear Effects. 44 Linear CEF with Dummy Variables. 45 Best Linear Predictor . 47 Linear Predictor Error Variance. 53 Regression Coefficients. 54 Regression Sub-Vectors . 54 Coefficient Decomposition. 55 Omitted Variable Bias. 56 Best Linear Approximation. 57 Normal Regression. 57 Regression to the Mean. 58 Reverse Regression. 59 Limitations of the Best Linear Predictor. 60 Random Coefficient Model. 61

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