洪永淼 上海交通大学2006年秋计量经济学讲义

Tables of Contents
Chapter 1 Introduction to Econometrics
1.1 Quantitative Features of Modern Economics
1.2 Mathematical Modeling
1.3 Econometric Analysis
1.4 Motivating Examples
Chapter 2 General Regression Analysis
2.1 Conditional Probability Distribution
2.2 Regression Analysis
2.3 Linear Regression Modeling
2.4 Correct Model Specification
Chapter 3 Classical Linear Regression Models
3.1 Framework and Assumptions
3.2 OLS Estimation
3.3 Goodness of Fit and Model Selection Criteria
3.4 Consistency and E¢ ciency of OLS
3.5 Sampling Distribution of OLS
3.6 Variance Matrix Estimator for OLS
3.7 Hypothesis Testing
3.8 Generalized Least Squares (GLS) Estimation
3.9 Empirical Applications
3.9.1 Foreign Applications
3.9.2 Chinese Applications