目录

简介

Chapter 1 Finite-Sample Properties of OLS

Section 1 The Classical Linear Regression Model

Lecture Note 1.1

Section 2 The Algebra of Least Squares

Lecture Note 1.2

Section 3 Finite-Sample Properties of OLS

Section 4 Hypothesis Testing under Normality

Section 5 Relation to Maximum Likelihood

Section 6 Generalized Least Squares (GLS)

Section 7 Application: Returns to Scale in Electricity Supply

Analytical Exercises

Chapter 2 Large-Sample Theory

Section 1 Review of Limit Theorems for Sequences of Random Variables

Supplements