INTRODUCTION TO ECONOMETRICS II ECO 306 NOUN 73 9
234 146 130.1 13.1 10 485 146 109.6 13.1 The variance of
X is equal to and the population
variance of is equal to 160,000. Using appropriate equation, show that the standard deviation of the probability density function
of the coefficient of X is equal to 15.5. Are the standard errors in the table good estimates of this standard deviation
2.2.7.0 REFERENCES FURTHER READING Maddala, GS, &Lahiri, K. (1992).
Introduction to econometrics (Vol. 2). New York. Carter, HR,
Griffiths, WE Judge, G. (2001).
Undergraduate econometrics.2
nd
Ed. New York John Wiley and Sons.
Dougherty, C. (2007).
Introduction to econometrics.
Oxford University Press, USA. Smith, G. (2013).
Econometric Principles and Data Analysis.Centre for Financial and Management Studies SOAS,
University of London, London.
Dougherty, C. (2014).
Elements of econometrics.London: University of London.
Share with your friends: 
