Econometria
Enviado por juan689 • 30 de Marzo de 2013 • 482 Palabras (2 Páginas) • 257 Visitas
ntroductory Econometrics
Based on the textbook by Ramanathan:
Introductory Econometrics
Robert M. Kunst
robert.kunst@univie.ac.at
University of Vienna
and
Institute for Advanced Studies Vienna
September 23, 2011
Introductory Econometrics University of Vienna and Institute for Advanced Studies ViennaIntroduction Repetition of statistical terminology Simple linear regression model
Outline
Introduction
Empirical economic research and econometrics
Econometrics
The econometric methodology
The data
The model
Repetition of statistical terminology
Sample
Parameters
Estimate
Test
p–values
Expectation and variance
Properties of estimators
Simple linear regression model
The descriptive linear regression problem
The stochastic linear regression model
Variances and covariances of the OLS estimator
Homogeneous linear regression
The t–test
Goodness of fit
The F-total–test
Introductory Econometrics University of Vienna and Institute for Advanced Studies ViennaIntroduction Repetition of statistical terminology Simple linear regression model
Empirical economic research and econometrics
Empirical economic research and econometrics
Empirical economic research is the internal wording for
introductory econometrics. Econometrics focuses on the interface
of economic theory and the actual economic world.
The information on economics comes in the shape of data.
This data (quantitative rather than qualitative) is the subject of
the analysis.
In current usage, methods for the statistical analysis of the data
are called ‘econometrics’, not for the gathering or compilation of
the data.
Introductory Econometrics University of Vienna and Institute for Advanced Studies ViennaIntroduction Repetition of statistical terminology Simple linear regression model
Econometrics
Econometrics
Word appears for the first time around 1900: analogy construction
to biometrics etc.
Founding of the Econometric Society and its journal Econometrica
(1930, Ragnar Frisch and others): mathematical and statistical
methods in economics.
Today, mathematical methods in economics (mathematical
economics) are no more regarded as ‘econometrics’, while they
continue to dominate the Econometric Society and also
Econometrica.
Introductory Econometrics University of Vienna and Institute for Advanced Studies ViennaIntroduction Repetition of statistical terminology Simple linear regression model
Econometrics
Central
...