Advanced Econometrics

Samenvatting Advanced Econometrics van de Master Econometrics and Operational Research aan de VU. Deze samenvatting omvat de volgende onderwerpen: linear regression, non linear models, stationarity, forecasting, value at risk, impulse response functions, fading memory, ergodicity, bounded moments, DGPs, multivariate filters, extremum estimators, uniform convergence, equicontinuity, identifiable uniqueness, misspecification, asymptotic normality, pseudo true parameters, ensemble methods, structur...