ECON3003 Econometric II

Example: Given $X\sim N(1,1)$ and we have to find $P(X\le -2)$

So we have to standardize it: $Z=\frac{x-1}{1}=-3$

So we search for $P(Z\le -3)$

Chi-squared Distribution

Gauss-Markov Theorem

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Consider:

${\hat{\theta }}_n$ and ${\tilde{\theta }}_n$

Preparation for Test 2

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To prepare for Final Exam:

• What is Heteroskedasticity.
• DW test
• Likelihood Ratio test, the formula. $LR$
• LM also maybe appear.
• 不会考 wald

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What to bring:

• Statistic Table
• Calculator
• No Cheat Sheet

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NLS may appear in the testing problem. But the emphasis is how to conduct instead of how to estimate/derivation.

What is important is what you have learned. It is a tool.