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1、IntroductionRegressionmodelwithonedeterministicregressor(RM1)Theregressionmodelwithone…xedregressor3150/4150Lecture2RagnarNymoenDepartmentofEconomics,UniversityofOslo20January2012Theregressionmodelwithone…xedregressorDepartmentofEconomics,UniversityofOsloI
2、ntroductionRegressionmodelwithonedeterministicregressor(RM1)ReferencestoLecture2IHill,Gri¢thsandLim(HGL)IProbabilityPrimerIChapter2.1-2.4,2,8,Appendix2A–2D,2GIBårdenandNymoen(BN)IKap1.3,Kap2.1-2.2,Kap3.4,Kap4.4,Kap5.1–5.3.1Theregressionmodelwithone…xedregr
3、essorDepartmentofEconomics,UniversityofOsloIntroductionRegressionmodelwithonedeterministicregressor(RM1)TheEconometricProjectTheEconometricProject:Userealworlddataandstatisticaltheorytoobtainempiricalknowledgeabouttheoreticalrelationshipsthatholdinthepopul
4、ation.I“inthepopulation”:GeneralizationofresultsbeyondandoutsidetheconcretedatasampleIRemark.Inprinciple,econometricsisnotonlyaboutcon…rmation:Equallyvaluableintermsofknowledgetorejectastocon…rmthatatheoryholdsinthepopulation.IEconometricmodelsarethehallma
5、rkofeconometrics.ISeeCh1inHGLandKap1inBN.Theregressionmodelwithone…xedregressorDepartmentofEconomics,UniversityofOsloIntroductionRegressionmodelwithonedeterministicregressor(RM1)EconometricsisacombineddisciplineIArea4representseconometricmodelsIEconometric
6、ansstartedoutbyusingtheexistingstatisticalregressiontheoryIThenfolloweddevelopmentofnewstatisticaltheorywhichisrelevantforthetheoryandthecharacteristicsofthedataTheregressionmodelwithone…xedregressorDepartmentofEconomics,UniversityofOsloIntroductionRegress
7、ionmodelwithonedeterministicregressor(RM1)EconometricmodelsEconometricmodelsShortandincompletelist:1.Regressionmodelwith…xedexplanatoryvariable(regressor)2.Regressionmodelwithstochasticregressor3.Modelswitherrors-in-variables(measurementerror,rationalexpec
8、tations)4.Modelswithendogenousexplanatoryvariables(simultaneousequations)Inthiscoursewecover…rst,andprimarily,1and2—wewillrefertotheseeconometricmodelsasRM1andRM2Theregressionmodelwithone…xedregressorDepartme
