[WIP] Processus générateur des données.

cours/Makefile

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+LATEX = pdflatex
+
+all: chapitre-1.pdf
+
+chapitre-1.pdf: chapitre-1.tex
+	@rubber --src-specials --unsafe --pdf chapitre-1
+
+clean:
+	@rm -f *.aux *.log *.out *.nav *.rel *.toc *.snm *.synctex.gz *.vrb *.rubbercache
+	@rm -rf auto
+
+clean-all:
+	@rm -f *.pdf
+
+.PHONY: all

cours/chapitre-1.tex

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+\synctex=1
+
+\documentclass[10pt,notheorems]{beamer}
+
+\usepackage{etex}
+\usepackage{fourier-orns}
+\usepackage{ccicons}
+\usepackage{amssymb}
+\usepackage{amstext}
+\usepackage{amsbsy}
+\usepackage{amsopn}
+\usepackage{amscd}
+\usepackage{amsxtra}
+\usepackage{amsthm}
+\usepackage{float}
+\usepackage{color, colortbl}
+\usepackage{mathrsfs}
+\usepackage{bm}
+\usepackage{lastpage}
+\usepackage[nice]{nicefrac}
+\usepackage{setspace}
+\usepackage{ragged2e}
+\usepackage{listings}
+\usepackage{algorithms/algorithm}
+\usepackage{algorithms/algorithmic}
+\usepackage[frenchb]{babel}
+\usepackage{tikz,pgfplots,pgfplotstable}
+\pgfplotsset{compat=newest}
+\usetikzlibrary{patterns, arrows, decorations.pathreplacing, decorations.markings, calc}
+\pgfplotsset{plot coordinates/math parser=false}
+\newlength\figureheight
+\newlength\figurewidth
+%\usepackage[utf8x]{inputenc}
+\usepackage{cancel}
+\usepackage{tikz-qtree}
+\usepackage{dcolumn}
+\usepackage{adjustbox}
+\usepackage{environ}
+\usepackage[cal=boondox]{mathalfa}
+\usepackage{manfnt}
+\usepackage{hyperref}
+\hypersetup{
+  colorlinks=true,
+  linkcolor=blue,
+  filecolor=black,
+  urlcolor=black,
+}
+\usepackage{venndiagram}
+
+% Git hash
+\usepackage{xstring}
+\usepackage{catchfile}
+\immediate\write18{git rev-parse HEAD > git.hash}
+\CatchFileDef{\HEAD}{git.hash}{\endlinechar=-1}
+\newcommand{\gitrevision}{\StrLeft{\HEAD}{7}}
+
+\newcommand{\trace}{\mathrm{tr}}
+\newcommand{\vect}{\mathrm{vec}}
+\newcommand{\tracarg}[1]{\mathrm{tr}\left\{#1\right\}}
+\newcommand{\vectarg}[1]{\mathrm{vec}\left(#1\right)}
+\newcommand{\vecth}[1]{\mathrm{vech}\left(#1\right)}
+\newcommand{\iid}[2]{\mathrm{iid}\left(#1,#2\right)}
+\newcommand{\normal}[2]{\mathcal N\left(#1,#2\right)}
+\newcommand{\dynare}{\href{http://www.dynare.org}{\color{blue}Dynare}}
+\newcommand{\sample}{\mathcal Y_T}
+\newcommand{\samplet}[1]{\mathcal Y_{#1}}
+\newcommand{\slidetitle}[1]{\fancyhead[L]{\textsc{#1}}}
+
+\newcommand{\R}{{\mathbb R}}
+\newcommand{\C}{{\mathbb C}}
+\newcommand{\N}{{\mathbb N}}
+\newcommand{\Z}{{\mathbb Z}}
+\newcommand{\binomial}[2]{\begin{pmatrix} #1 \\ #2 \end{pmatrix}}
+\newcommand{\bigO}[1]{\mathcal O \left(#1\right)}
+\newcommand{\red}{\color{red}}
+\newcommand{\blue}{\color{blue}}
+
+\renewcommand{\qedsymbol}{C.Q.F.D.}
+
+\newcolumntype{d}{D{.}{.}{-1}}
+\definecolor{gray}{gray}{0.9}
+\newcolumntype{g}{>{\columncolor{gray}}c}
+
+\setbeamertemplate{theorems}[numbered]
+
+\theoremstyle{plain}
+\newtheorem{theorem}{Théorème}
+
+\theoremstyle{definition} % insert bellow all blocks you want in normal text
+\newtheorem{definition}{Définition}
+\newtheorem{properties}{Propriétés}
+\newtheorem{lemma}{Lemme}
+\newtheorem{property}[properties]{Propriété}
+\newtheorem{example}{Exemple}
+\newtheorem*{idea}{Éléments de preuve} % no numbered block
+
+\setbeamertemplate{footline}{
+  {\hfill\vspace*{1pt}\href{http://creativecommons.org/licenses/by-sa/3.0/legalcode}{\ccbysa}\hspace{.1cm}
+    \raisebox{-.1cm}{\href{https://git.ithaca.fr/stepan/econometrics}{\includegraphics[scale=.015]{../img/git.png}}}\enspace
+    \href{https://git.ithaca.fr/stepan/econometrics/blob/\HEAD/cours/chapitre-1.tex}{\gitrevision}\enspace--\enspace\today\enspace
+  }}
+
+\setbeamertemplate{navigation symbols}{}
+\setbeamertemplate{blocks}[rounded][shadow=true]
+\setbeamertemplate{caption}[numbered]
+
+\newenvironment{notes}
+{\bgroup \justifying\bgroup\tiny\begin{spacing}{1.0}}
+  {\end{spacing}\egroup\egroup}
+
+\newenvironment{exercise}[1]
+{\bgroup \small\begin{block}{Ex. #1}}
+  {\end{block}\egroup}
+
+\newenvironment{defn}[1]
+{\bgroup \small\begin{block}{Définition. #1}}
+  {\end{block}\egroup}
+
+\newenvironment{exemple}[1]
+{\bgroup \small\begin{block}{Exemple. #1}}
+  {\end{block}\egroup}
+
+
+\begin{document}
+
+\title{Économétrie\\\small{Les MCO quand tout va bien}}
+\author[S. Adjemian]{St\'ephane Adjemian}
+\institute{\texttt{stephane.adjemian@univ-lemans.fr}}
+\date{Septembre 2023}
+
+\begin{frame}
+  \titlepage{}
+\end{frame}
+
+\section{Le modèle linéaire}
+
+\begin{frame}
+  \frametitle{Le modèle de la nature}
+
+  On suppose que les données ($y$) sont générées par le modèle suivant~:
+  \[
+    y_t = \beta_1x_{1,t} + \beta_2x_{2,t} + \ldots + \beta_Kx_{K,t} + \varepsilon_t
+  \]
+
+  \begin{itemize}
+  
+  \item $y$ est la variable endogène (ou expliquée).\newline
+
+  \item $x_{k}$ $k=1,\ldots,K$ sont les variables exogènes (ou explicatives).\newline
+
+  \item Ces $K$ variables peuvent être déterminsites (pour simplifier) ou aléatoires.\newline
+
+  \item $\varepsilon_t$ est une variable aléatoire, elle rend compte de ce qui ne peut être expliqué par les variables $x_k$
+  
+  \end{itemize}
+
+\end{frame}
+
+
+
+\end{document}
+
+
+% Local Variables:
+% ispell-check-comments: exclusive
+% ispell-local-dictionary: "french"
+% TeX-master: t
+% End: