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:
Notes:
Class #1 (pdf)
Class #2 (pdf)
Class #3 (pdf)
Class #4 (pdf)
Class #5 (pdf)
Class #6 (pdf)
Class #7 (pdf)
Class #8 (pdf)
Exam (2022-2023) (pdf)