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  1. MTH 676 : Econometric Theory
  2. Lecture Notes 6 : Regression Analysis Under Linear Restrictions
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Lecture Notes 1 : Introduction to Econometrics
Lecture Notes 2 : Simple Linear Regression Analysis
Lecture Notes 3 : Multiple Linear Regression Model
Lecture Notes 4 : Prediction in Linear Regression Models
Lecture Notes 5 : Generalized and Weighted Least Squares Estimation
Lecture Notes 6 : Regression Analysis Under Linear Restrictions
Lecture Notes 7 : Multicollinearity
Lecture Notes 8 : Heteroskedasticity
Lecture Notes 9 : Autocorrelation
Lecture Notes 10 : Dummy Variable Models
Lecture Notes 11 : Specification Error Analysis
Lecture Notes 12 : Tests for Structural Change and Stability
Lecture Notes 13 : Asymptotic Theory and Stochastic Regressors
Lecture Notes 14 : Stein-Rule Estimation
Lecture Notes 15 : Instrumental Variables Estimation
Lecture Notes 16 : Measurement Error Models
Lecture Notes 17 : Simultaneous Equations Models
Lecture Notes 18 : Seemingly Unrelated Regression Equations Models

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Lecture Notes 6 : Regression Analysis Under Linear Restrictions

Content Provider Faculty Contribution
Author Shalabh
Abstract This chapter includes some topics such as exact linear restrictions, restricted least squares estimation, covariance matrix, stochastic linear restrictions and more.
File Format PDF
Language English
Publisher Department Department of Mathematics & Statistics
Publisher Institution Indian Institute of Technology Kanpur
Access Restriction Open
Subject Keyword Covariance Matrix Linear Restrictions Stochastic Linear Restrictions Econometric Theory Inequality Restrictions MTH 676 Econometrics Squares Estimation
Content Type Text
Educational Use Reading Lecture
Resource Type Lecture Notes
Education Level Under Graduate Post Graduate
Subject Economics Probabilities & applied mathematics
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