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.Goodness-of-Fit
7.Variance of OLS estimators
8.Inference
9.Incorporating non-linearities and quadratic functions
10.Heteroskedasticity
11.Changing units of measurement
12.Prediction and analysis of residuals
13.Dummy variables
14.Linear probability model
15.Endogeneity and instrumental variables
16.Introduction to panel data
17.Logit model (if we will have enough time)
Slides: PDF
Exam: March, 9th, 16h45 @H2-004