# Class Notes in Statistics and Econometrics by Hans G Ehrbar pdf free download

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## Class Notes in Statistics and Econometrics by Hans G Ehrbar pdf free download

Class Notes in Statistics and Econometrics by Hans G Ehrbar pdf free download. These are class notes from several different graduate econometrics and statistics classes. In the Spring 2000 they were used for Statistics 6869, syllabus on p. ??, and in the Fall 2000 for Economics 7800, syllabus on p. ??. The notes give a careful and complete mathematical treatment intended to be accessible also to a reader inexperienced in math. There are 618 exercise questions, almost all with answers. The R-package ecmet has many of the datasets and R-functions needed in the examples.

### Class Notes in Statistics and Econometrics by Hans G Ehrbar pdf free download

Here are some features by which these notes may differ from other teaching material available:
• A typographical distinction is made between random variables and the values taken by them (page 63).
• Best linear prediction of jointly distributed random variables is given as a second basic building block next to the least squares model (chapter 27).
• Appendix A gives a collection of general matrix formulas in which the ginverse is used extensively.
• The “deficiency matrix,” which gives an algebraic representation of the null space of a matrix, is defined and discussed in Appendix A.4.
• A molecule-like notation for concatenation of higher-dimensional arrays is introduced in Appendix B and used occasionally, see (10.5.7), (64.3.2), (65.0.18).

#### Class Notes in Statistics and Econometrics by Hans G Ehrbar pdf free download

Other unusual treatments can be found in chapters/sections 3.11, 18.3, 25, 29, 40, 36, 41–42, and 64. There are a number of plots of density functions, confidence ellipses, and other graphs which use the full precision of TEX, and more will be added in the future. Some chapters are carefully elaborated, while others are still in the process of construction. In some topics covered in those notes I am an expert, in others I am still a beginner.

## Class Notes in Statistics and Econometrics by Hans G Ehrbar pdf free download 