Dougherty: Introduction to Econometrics 3e
Review
- Probability distribution example: X is the sum of two dice
- (PPT 60 kB)
- Expected value of a random variable
- (PPT 90 kB)
- Expected value of a function of a random variable
- (PPT 94 kB)
- Population variance of a discrete random variable
- (PPT 91 kB)
- Expected value rules
- (PPT 36 kB)
- Independence of two random variables
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- Alternative expression for population variance
- (PPT 74 kB)
- The fixed and random components of a random variable
- (PPT 35 kB)
- Continuous random variables
- (PPT 163 kB)
- Covariance, covariance and variance rules, and correlation.
- (PPT 177 kB)
- Sampling and estimators
- (PPT 169 kB)
- Unbiasedness and efficiency
- (PPT 198 kB)
- Conflicts between unbiasedness and minimum variance
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- Estimators of variance, covariance, and correlation
- (PPT 91 kB)
- Asymptotic properties of estimators: plim and consistency
- (PPT 280 kB)
- Asymptotic properties of estimators: simulations and the CLT
- (PPT 455 kB)
- Exercise R.2: probability distribution of X, the larger of the values of two dice
- (PPT 46 kB)
- Exercise R.4: expected value of X
- (PPT 50 kB)
- Exercise R.7: expected value of X2
- (PPT 61 kB)
- Exercises R.10 and R.12: population variance of X
- (PPT 105 kB)
- Exercise R.13: correlation coefficient
- (PPT 41 kB)
- Exercise R.19: meaning of the term 'efficiency'
- (PPT 15 kB)
- Exercise R.22: estimator that is inconsistent despite being unbiased
- (PPT 91 kB)


