User:He!ko/Collections/Econometric Theory

Econometric Theory

 * Econometric Theory


 * Contents
 * Introduction
 * Methodology of Econometrics
 * Types of Econometrics
 * Statistical Packages
 * Important Terms and Concepts of Regression Analysis
 * What is Regression%3F
 * Regression versus Causation and Correlation
 * Terminology and Notation
 * Data
 * Statistical Concepts
 * Sample Points, Sample Space and Events
 * Probability Density Function (PDF)
 * Statistical Inference
 * Matrix Algebra
 * Definitions
 * Classical Normal Linear Regression Model (CNLRM)
 * Assumptions of Classical Linear Regression Model
 * Properties of OLS Estimators
 * Proofs of properties of %CE%B21
 * Ordinary Least Squares (OLS)
 * Normal Equations Proof
 * Multiple Regression Analysis
 * Ordinary Least Squares (OLS)
 * Inference
 * Dummy Variables
 * Multicollinearity
 * Heteroskedasticity
 * Serial Correlation
 * Introduction
 * SLR