牛津计量经济学电子书

简介：　　牛津计量经济学电子书，附课件，习题
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　　牛津计量经济学电子书，附课件，习题
　　 Regression models form the core of the discipline of econometrics. Although econometricians routinely estimate a wide variety of statistical models, using many different types of data, the vast majority of these are either regression models or close relatives of them. In this chapter, we introduce the concept of a regression model, discuss several varieties of them, and introduce the estimation method that is most commonly used with regression models, namely, least squares. This estimation method is derived by using the method of moments, which is a very general principle of estimation that has many applications in econometrics.
　　 The most elementary type of regression model is the simple linear regression model, which can be expressed by the following equation:
　　 ......