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ECON 4001 Econometric Theory

This class was created by Brainscape user owen Knowles. Visit their profile to learn more about the creator.

By: owen Knowles
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Decks in this class (9)

Prepatory Materials
Diagonal matrix,
Null matrix,
When does matrix multiplication work
37  cards
1.1 Intro to Classical linear Regression Model
What are we concerned with in a c...,
Why do we typically set x1 1 for ...,
What is ut
6  cards
1.2 OLS Estimation
What does ols estimation do,
In matrix form how does choosing ...,
What is u hat equal to
9  cards
2. Time Series Econometrics
What is a time series process,
What has to be true for a stochas...,
What does strict stationarity req...
52  cards
1.4 Maximum Likelihood Estimation
What assumptions does mle require,
Informally how does the mle choos...,
What must we assume or be given t...
3  cards
1.5 Hypothesis Testing
Whet distribution do we use for t...,
Whet distribution is used we are ...,
How do we test for structural cha...
3  cards
1.6 Specification of the Linear Model
What happens to our model if we i...,
What happens to our estimator if ...
2  cards
1.7 Restricted Least Squares Estimation
What is restricted least squares ...,
How is the constrained optimisati...,
When is the variance of the rls s...
3  cards
1.8 Asymptotic Theory
What is asymptotic theory,
Convergence in distribution,
Convergence in probability
12  cards

More about
ECON 4001 Econometric Theory

  • Class purpose General learning

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