Econometrics
Mageval
 University of Bordeaux 2022-2023
Table of contents (Theory):
1.Motivation for 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.Introduction to panel data
17.Logit model (if we will have enough time)
Slides: PDF (updated on January 31, 2023)
Notes: PDF (updated on March 15, 2023)
Exam: March, 21th, 16h45 @H2-004