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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...
6
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,
Dummy variables values,
For this example assume females 1...
28
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...
22
cards
Final Application
Instrumental variables in schooling,
What iv did they choose then and ...,
Slave trade cited cause of underd...
4
cards
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econometrics
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