Applied Econometrics

Table of contents (Theory):

1. Bivariate relationaship, Simple regression model

2. Motivation for multivariate regression model (MVR) 

3. OLS estimates computation 

4. Interpretation of OLS parameters 

5. Gauss-Markov Theorem 

6. The omitted variable bias 

7. Goodness-of-Fit

8. Variance of OLS estimators

9. Inference 

10. Incorporating non-linearities and quadratic functions 

11. Heteroskedasticity 

12. Dummy variables

13. Linear probability model

Slides: (pdf)

Class notes: 

• Class #1 (pdf)

• Class #2 (pdf)

• Class #3 (pdf)

• Class #4 (pdf)

• Class #5 (pdf)

• Class #6 (pdf)