This class was created by Brainscape user lew lee. Visit their profile to learn more about the creator.
By:
lew lee
- decks
- flashcards
- learners
Decks in this class (18)
Lecture 1
General keynesian consumption fun...,
2 moments,
Mean notation
24
cards
Hypothesis Testing
Hypothesis testing formula for st...,
What happens when we replace with...,
Error 1 in hypothesis testing
7
cards
Bivariate Linear Regression
Regression model for consumption,
When is a model linear,
Line of best fit formula
32
cards
Stata Basics
How to import excel spreadsheet i...,
How to analyse data,
How to get summary of statistics ...
7
cards
Multiple Linear Regression
How to do ols for a multiple regr...,
Clra needs to be modified again f...,
Why may an estimator fail
9
cards
Hypothesiss Testing For Multiple Regression Models
Tests of single linear restrictio...,
Tests of multiple linear restrict...,
Whether multiple parameters take ...
13
cards
Multicollinearity
What does multicollinearity look at,
So does multicollineariy violate ols,
Consequences of multicollineariy
6
cards
Alternative Functional Forms
When can ols predict parameters,
How to turn non linear parameters...,
Example on gn pg 18
5
cards
Week 4 - Classical Assumption Violations
In many situations classical assu...,
As well as autocorrelated errors ...,
When is a time series variable au...
17
cards
Testing For Autocorrelated Errors
Non rigorous way of detecting aut...,
Formal method to test for autocor...,
What does the dw test test for
19
cards
Heteroscedastic errors (no longer constant variance)
Clra5,
Heteroscedasticity says that var ...,
Income and savings example homosc...
5
cards
Testing For Heteroscedasticity
3 tests,
White s test,
Is unobservable so what do we use...
16
cards
Part 2 : Dummy Variables
What are dummy variables,
For this example assume females 1...,
Why cant we include indicators fo...
27
cards
Parameter Stability & Structural Change
What clra is rejected now,
How to work with non constant par...,
Sw
25
cards
Misspecification and Model Selection
3 types of misspecification,
Omitting relevant variables in a ...,
What is the final expectation of
28
cards
Measurement Error
2 ways we can have measurement er...,
Origins of measurement errors,
1st measurement error measuring d...
12
cards
Endogeneity & Instrumental Variables
Using simple modelyi 0 1 xi iwhen...,
Thus omitted variables are a sour...,
Measurement errors are also a sou...
21
cards
Final Application
Instrumental variables in schooling,
What iv did they choose then and ...,
Slave trade cited cause of underd...
5
cards
More about
Econometrics
- Class purpose General learning
Learn faster with Brainscape on your web, iPhone, or Android device. Study lew lee's Econometrics flashcards now!
How studying works.
Brainscape's adaptive web mobile flashcards system will drill you on your weaknesses, using a pattern guaranteed to help you learn more in less time.
Add your own flashcards.
Either request "Edit" access from the author, or make a copy of the class to edit as your own. And you can always create a totally new class of your own too!
What's Brainscape anyway?
Brainscape is a digital flashcards platform where you can find, create, share, and study any subject on the planet.
We use an adaptive study algorithm that is proven to help you learn faster and remember longer....
Looking for something else?
Econometrics
- 13 decks
- 300 flashcards
- 2 learners
Decks:
Topic 1 Introduction, Topic 2 Simple Linear Regression, Topic 3 Multiple Regression Model, And more!
21ECC038 - Applied Econometrics
- 14 decks
- 228 flashcards
- 7 learners
Decks:
L1 Introduction To Time Series, L2 Stationary Processes, L3 Non Stationary Processes, And more!
19ECB003 - Introduction to Econometrics
- 34 decks
- 365 flashcards
- 19 learners
Decks:
L1 Revision Of Probability Theory, L2 The Normal And Associated Distributio, L3 Estimation Of Regression Parameters, And more!
