AbstractLecture 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).
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 36765.
Date of creation: 31 Jan 2012
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Econometric models; linear regression model; simultaneous equations; instrumental variables; seemingly unrelated regression equations; maximum likelihood; 2SLS; 3SLS; LIVE; IIV; FIVE;
Find related papers by JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
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"A tobit model with garch errors,"
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