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ES30027 - Advanced Econometrics

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

By: Damian Zalabardo
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Decks in this class (6)

1- Matrix algebra
How are matrices dentoed,
How are vectors denoted,
When are 2 matrices conformable i...
31  cards
2- Statistics & OLS with matrices
How would you define a random var...,
What is a cumulative probability ...,
What is a probability density fun...
16  cards
3- Classical linear regression
What does the error term u captur...,
What are the betas in a regression,
What is always the first independ...
35  cards
4- Hypothesis testing
What does ols tell us,
What do hats denote in regressions,
What is the estimated error u in ...
30  cards
5- Heteroskedasticity
What is the result of ols under h...,
What are the 4 main consequences ...,
What is the informal way of detec...
35  cards
6- Instrumental Variables
What is endogeneity,
How does endogeneity change the r...,
What does plim mean
31  cards

More about
ES30027 - Advanced Econometrics

  • Class purpose General learning

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