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Two Stage Least Squares to IV Estimator
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Classroom Contents
Econometrics
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- 1 Gauss Markov Theorem - Sketch of a proof
- 2 two tailed Regression t-test
- 3 Regresion coefficient confidence interval
- 4 Multicollinearity
- 5 p-values
- 6 F-test for linear restrictions in regression model
- 7 IV notation
- 8 What's the use of Matrices for regression analysis?
- 9 Matrix Algebra - Addition
- 10 Matrix Algebra Multiplication
- 11 Matrix Algebra Inverse
- 12 The Regression Model - From Matrix form to Obs form
- 13 Estimator Consistency and Laws of Large Numbers
- 14 Asymptotic Normality of OLS parameter Estimators
- 15 Random Regressors and OLS properties
- 16 TSdata from the OECD database
- 17 Regression Assumptions for Time Series Data
- 18 ECON20110 Spurious Regression
- 19 ECON20110 Exercise1
- 20 ARIMA estimation in R
- 21 Heteroscedasticity Intro
- 22 Generalised Least Squares (GLS) Theory
- 23 ECON20110 Detecting Heteroskedasticity
- 24 ECON20110 Heteroskedasticity Detection in EVIEWS
- 25 Introduction to Autocorrelation
- 26 Newey-West Standard Errors
- 27 ECON20110 Ramsey Reset Test
- 28 Using dummy variables to model structural change
- 29 ECON20110 Exercise 2
- 30 Modelling Summary
- 31 Measurement Error
- 32 Two Stage Least Squares to IV Estimator
- 33 Testing for Autocorrelation
- 34 Structural Change Example
- 35 ECON20110 - IV and Proxy
- 36 Instrumental Variable Estimation - Motivation
- 37 ECON20110 Exercise 4
- 38 Maximum Likelihood - A Poisson Example
- 39 ECON20110 Exam 2011 Q4
- 40 ECON20110 2011-12 Semester 1 Question 1
- 41 ECON20110 2012-13 Semester 1 Question 5
- 42 Introduction to Bayesian Econometrics
- 43 Bayesian v Frequentist Inference
- 44 Bayesian Estimation - Exercise
- 45 Selecting subsamples in EVIEWS
- 46 Time Series Analysis Question
- 47 Heteroskedasticity Question
- 48 Maximum Likelihood Exercise
- 49 Omitted Variable Bias
- 50 OLS estimator unbiasedness in multiple regression model
- 51 Omitted Variable Bias
- 52 OLS Parameter interpretation
- 53 OLS estimator variance
- 54 OLS linking assumptions to properties
- 55 Econometrics Mid-Term Feedback Nov 2019
