Econometric Methods with Applications in Business and Economics
A skill sheet is the best way to learn all required formulas and definitions by heart! In this skill sheet for Econometrics 2 (Econometrie 2), all the different subjects of this course are divided over 7 different lists. Each list can be seen as a “list of questions”. If you can completely fill...
Skill sheet
A skill sheet is the best way to learn all required formulas and definitions by heart!
In this skill sheet for Econometrics 2 (Econometrie 2), all the different subjects of this
course are divided over 7 different lists.
Each list can be seen as a “list of questions”.
If you can completely fill out all formulas and definitions from all of the 7 lists, you appear
to be ready for the final exam!
For each list, a quick summary of all answers and formulas is given afterwards.
If you are not ready just yet… You can also use this skill sheet to quickly practice all the
content!
Page 1
,Skill list #1
⋅ Seven assumptions
⋅ 𝑉𝑉𝑉𝑉𝑉𝑉(𝑏𝑏), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑋𝑋 + 𝑎𝑎), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑎𝑎𝑎𝑎), 𝑉𝑉𝑉𝑉𝑉𝑉(𝑎𝑎𝑎𝑎 + 𝑏𝑏𝑌𝑌)
⋅ 𝑆𝑆𝑆𝑆𝑆𝑆
⋅ 𝑆𝑆𝑆𝑆𝑆𝑆
⋅ 𝑆𝑆𝑆𝑆𝑆𝑆
⋅ 𝑅𝑅 2
⋅ 𝑠𝑠 2
⋅ 𝑀𝑀 and properties
⋅ 𝐻𝐻 (or 𝑃𝑃𝑋𝑋 ) and properties
⋅ Frisch-Waugh definition (𝑏𝑏1 in regression of 𝑦𝑦 on 𝑋𝑋1 and 𝑋𝑋2 )
⋅ 𝐹𝐹-test
⋅ White SE
⋅ WLS
⋅ FWLS
⋅ Goldfeld-Quandt test
⋅ Breusch Pagan LM-test
⋅ White test
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