Econometrics with Mathematica

1. Introduction

2. Basics in linear algebra

3. Basics in statistics

4. Assumptions in econometrics (in the n-dimensional case)

4.1 Functional specification of econometric models (A1 - A3)

4.2 Noise specification (B1 - B4)

4.3 Variables specification (C1, C2)

5. Tasks of econometrics

5.1 Specification

5.2 Point estimation

5.3 Quality of estimators

5.4 Interval estimation

5.5 Hypotheses tests

5.6 Forecast

6. Examples in one dimension

7. Examples in two dimensions

8. Violation of assumptions

8.1 A1-violation

8.1.1 Consequences

8.1.2 Theory

8.1.3 Examples

8.1.4 Diagnosis

8.1.5 Tests

8.2 A2-violation

8.2.1 Consequences

...

8.2.5 Tests

8.3 A3-violation

8.3.1 Consequences

...

8.3.5 Tests

8.4 B1-violation

8.4.1 Consequences

...

8.4.5 Tests

8.5 B2-violation

8.5.1 Consequences

...

8.5.5 Tests

8.6 B3-violation

Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.

• Econometria
• Matemática e sistemas do negócio
• Economia estatística
• Teoria e filosofia económica
• Probabilidade e Estatística

Econometrics; Mathematica; Statistics; Econometrics; Mathematica; Statistics, Dynamical Models; Interdependent Systems of Equations