ECONOMICS 2123B

These slides are by no means a substitute for the textbook readings and represent a modified version of Christopher Dougherty’s slides. This lecture covers the material related to the simple linear regression: Estimation of coefficients Unbiasedness, Efficiency, and Monte Carlo Experiments Testing hypothesis on coefficients Testing the goodness of fit of a linear regression This lecture will cover chapters 1 and 2 of the Dougherty textbook. Understanding this material is...