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