![]() In the paper, a completely new design is proposed, based on the direct application of variance and its properties, resulting from the non-correlation of certain estimators with the mean, within the scope of which some fundamental dependencies of the model characteristics are obtained in a much more compact manner. The literature of the subject provides several classic solutions in that regard. One of the many fundamental questions in the model concerns determining derivative characteristics and studying the properties existing in their scope, referring to the first of these aspects. Despite the passage of time, it continues to raise interest both from the theoretical side as well as from the application side. A simple linear regression model is one of the pillars of classic econometrics.
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