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