Econometrics summary
A very brief summary of EC2020 chapters 3 to 15. It is a straight-to-the-point summary that includes all the relevant formulae and terminology. It explains briefly all of the different testing procedures e.g. tests for heteroskedasticity and autocorrelation. GM assumptions are also included. Contact me for more in-depth notes please.
Escuela, estudio y materia
- Institución
- London School of Economics (LSE)
- Estudio
- Desconocido
- Grado
- Elements of Econometrics (EC2020)
Información del documento
- Subido en
- 8 de diciembre de 2024
- Número de páginas
- 12
- Escrito en
- 2024/2025
- Tipo
- Resumen
Temas
-
econometrics
-
simple regression
-
multiple regression
-
estimation
-
inference
-
functional forms
-
qualitative information
-
asymptotics
-
heteroskedasticity
-
instrumental variables
-
2sls
-
measurement error
-
mle
-
time s