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ECON3371 Econometrics

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

By: Tomas Cokis
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Decks in this class (9)

R Pack 1
C,
:,
Readcsv
3  cards
Topic 1: Stats & Maths Background
Discrete random variables,
Probability distribution rules,
Cdf definition
23  cards
Topic 2: Introduction to Linear Regression
Equation form,
Matrix form,
Mm expectation assumptions
8  cards
Topic 3: The Geometry of Linear Regression
Euclidean space,
Cross product,
Length
28  cards
Topic 4: The Frisch-Waugh-Lovell Theorum
Centered variables,
Variable centering with projections,
Column projections
16  cards
Topic 5: Statistical Properties of OLS
Data generation,
X stochastic,
Bias
22  cards
Topic 6: Gauss Markov Theorem
The theorum,
Defining other estimators,
Expectation of other estimators
5  cards
Topic 7: Classic Hypothesis Testing
Distributions,
Chi squared distribution,
Properties of chi squared
15  cards
Topic 8: Asymptotics
Why is asymptotic theory used
1  cards

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ECON3371 Econometrics

  • Class purpose General learning

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