Lecture Undergraduate econometrics, 2nd edition - Chapter 4: Properties of the least squares estimators
Lecture Undergraduate econometrics, 2nd edition - Chapter 4: Properties of the least squares estimators
In this chapter, students will be able to understand: The least squares estimators as random variables, the sampling properties of the least squares estimators, the Gauss-Markov theorem, the probability distribution of the least squares estimators, estimating the variance of the error term.