About this document
Least Squares Algebra in Econometrics by Alex Carmona Nuñez is a document available to read on EtoBox.
This document provides an overview of least squares algebra. It begins by introducing some vocabulary and objectives, such as learning about the conditional mean function and estimating parameters β and σ2. It then discusses different fitting criteria like least absolute deviations and least squares. The bulk of the document derives the least squares normal equations and solution, showing that the least squares estimator β mimics population properties. It also shows that the least squares solution minimizes
- Author
- Alex Carmona Nuñez
- Language
- EN