ECO375F - 1.0 - Derivation of the OLS Estimator
Econometrics and Analytics
0:00 / 0:00
ECO375F - 1.0 - Derivation of the OLS Estimator
129 663 просмотра · 11 л. назад
Econometrics and Analytics
5,85 тыс. подписчиков
129 663 просмотра · 11 л. назад
This is the 1st tutorial for ECO375F.
We cover the derivation of the Ordinary Least Squares Estimator.
1) Review: Linear model
2) OLS Minimization Problem
3) First Order Conditions and Implications (Sum of residuals = 0)
4) Derivation of the OLS Estimators b0 and b1