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.
Written for
- Institution
-
London School of Economics (LSE)
- Study
- Unknown
Document information
- Uploaded on
- December 8, 2024
- Number of pages
- 12
- Written in
- 2024/2025
- Type
- Summary
Subjects
- econometrics
- simple regression
- multiple regression
- estimation
- inference
- functional forms
- qualitative information
-
asymptotics
-
heteroskedasticity
-
instrumental variables
-
2sls
-
measurement error
-
mle
-
time s