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Contents

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Lecture Notes for Econometrics 2002 (rst year PhD course in Stockholm)
Paul S¨ derlind1 o June 2002 (some typos corrected later)
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Introduction 1.1 Least Squares . . . . . . . . 1.2 Maximum Likelihood . . . . 1.3 The Distribution of β . . . . 1.4 Diagnostic Tests . . . . . . . 1.5 Testing Hypotheses about β

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Contents

1

Lecture Notes for Econometrics 2002 (rst year PhD course in Stockholm)
Paul S¨ derlind1 o June 2002 (some typos corrected later)
2

Introduction 1.1 Least Squares . . . . . . . . 1.2 Maximum Likelihood . . . . 1.3 The Distribution of β . . . . 1.4 Diagnostic Tests . . . . . . . 1.5 Testing Hypotheses about β

. . . . .

.…(skip)
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[원서] (LN) Soederlind P. - Lecture Notes for Econometrics-Stockholm (2002)
[원서] (LN) Soederlind P. - Lecture Notes for Econometrics-Stockholm (2002)





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