1
Q
Why is asymptotic theory used?
A
To provide tests that work when the distribution of errors are known only to be IID.
ECON3371 Econometrics
flashcards
Decks in class (9)
# Cards
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R Pack 13
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Topic 1: Stats & Maths Background23
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Topic 2: Introduction to Linear Regression8
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Topic 3: The Geometry of Linear Regression28
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Topic 4: The Frisch-Waugh-Lovell Theorum16
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Topic 5: Statistical Properties of OLS22
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Topic 6: Gauss Markov Theorem5
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Topic 7: Classic Hypothesis Testing15
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Topic 8: Asymptotics1
