Notes
Econometrics Course Overview
Content of the notes (1)
Page 1
The nature and scope of Econometrics
Basics of Probability and Statistics
The Linear Regression Model: the two-variable model, estimation and hypothesis testing
Multiple Regression Estimation, Goodness of Fit and Hypothesis Testing
Functional forms of Regression Models: how to measure elasticity and the growth rate, reciprocal models
Regression on Dummy Explanatory Variables
Regression Analysis in Practice: multicollinearity and heteroscedasticity
Autocorrelation and spurious regression in economic time series data