Econometrics

Mageval

 University of Bordeaux 2023-2024


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 (*)


Slides: pdf format

Notes:

Class #1 (pdf)

Class #2 (pdf)

Class #3 (pdf)

Class #4 (pdf)

Class #5 (pdf)

Class #6 (pdf)

Class #7 (pdf)