Econometrics

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