Introduction
What this guide covers
An analytical treatise on OLS estimation, Projection Algebra, hypothesis testing under normality, prediction intervals and asymptotic analysis under classical specification.
Overview
Topics covered
- Introduction
- Inference and Prediction in the MRLC
- MRLC and Gauss-Markov Assumptions
- OLS Geometry: The Algebra of Projections
- Sample Distributions of the OLS Estimators
- 2.1 Distribution of the Parameter Estimator
Related concepts
Main connections
Compatible notation
Mathematical sample in LaTeX
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\mathbf{y} = \mathbf{X}\boldsymbol{\beta} + \mathbf{u}