Econometrics

Table of contents (Theory):

1.Introduction to multivariate regression model (MVR) 

2.OLS estimates computation 

3.Interpretation of OLS parameters 

4.Gauss-Markov Theorem 

5.The omitted variable bias 

6.Endogeneity and proxy variables 

7.Goodness-of-Fit 

8.Variance of OLS estimators 

9.Inference 

10.Incorporating non-linearities and quadratic functions 

11.Heteroskedasticity 

12.Measurement error in dependent variable 

13.Prediction and analysis of residuals 

14.Dummy variables

15.Linear probability model 

16.Logistic model - out of sample prediction 

17.Introduction to panel data

Slides: 

Exam (2022-2023) (pdf)