Econometrics
undergraduate course, Central South University of Forestry & Technology, Bangor College, 2020
The goal of the undergraduate econometrics course is to equip students with the tools necessary to critically analyze economic data and to conduct their own empirical research. Topics covered are: basic concepts of statistical inference; estimation and inference for the simple linear regression model; heteroscedasticity; multicollinearity; autocorrelation; endogeneity and IV; identification and estimation of panel data models.
Part 1
The Nature and Purpose of Econometrics
Part 2
The linear Regression Model
Part 3
Hypothesis Testing and Inference
Part 4
OLS Assumptions
Part 5
Multicolinearity and Heteroskedasticity
Part 6
Endogeneity and IV
Part 7
Panel Data Estimators
Part 8
Time Series