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ETC2410 (22)

Class Notes for ETC2410 at Monash University

Introductory econometrics

ETC2410 Lecture Notes - Lecture 8: Heteroscedasticity, Conditional Expectation, Scatter Plot
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ETC2410 Week 8: Heteroskedasticity Definition of heteroskedasticity and its consequences for OLS Testing for heteroskedasticity 1. Breusch-Pagan test 2. White test Heterosk...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 9: Autocorrelation, Homoscedasticity, White Noise
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ETC2410 Week 9: Serial Correlation Definition of serial correlation How do OLS properties change in the presence of serial correlation? Testing for serial correlation in the error term: Breusch-Godfrey test Correcting for ...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 10: Unit Root, Time Series, Univariate
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ETC2410 Week 10: Persistence in Time Series Time series and dynamic models Autoregressive (AR) and autoregressive distributed lag (ARDL) models Properties of the OLS estimator in dynamic models Interpretation of parameters...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 11: Central Limit Theorem, Asymptotic Distribution, Consistent Estimator
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ETC2410 Week 11: Large Sample Properties of OLS Asymptotic properties of the OLS estimator: 1. Consistency: what happens if all we have is that errors are uncorrelated with regresso...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 6: Linear Regression, Model Selection, Prediction Interval
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ETC2410 Week 6: Model SelectionPrediction Non-linear relationships: log-level, level-log, log-log models Transformation of persistent time series: log-differencing Model selection: R-squared and other model selection crite...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 7: Dependent And Independent Variables, Time Complexity, Seasonal Adjustment
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ETC2410 Week 7: Binary Variables Incorporating qualitative information with dummy (binary) independent variables 1. Definition of a dummy variable 2. Using a single dummy variable to distinguish two categories 3. Testing f...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture 3: Linear Regression (OLS)
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ETC2410 Week 3: Linear Regression (OLS) Explaining y using x with a model Simple linear regression The OLS estimator Simple linear regression in matrix form Multiple regression Geometric interpretation of least squares Int...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture 2: Review of Statistical Concepts
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ETC2410 Week 2: Review of Statistical Concepts Random variables: discrete vs continuous Mean, Variance and Standard Deviation Properties of expectation and conditional expectation Covariance and correlation Joint and condi...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 4: Row And Column Spaces, Linear Map, Bias Of An Estimator
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ETC2410 Week 4: More on Linear Regression Analysis Interpretation of OLS estimates: some examples Effects of changing units of measurements Properties of OLS estimator 1. Expected value of OLS estimator 2. Variance of OLS ...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 5: Statistical Parameter, Independent And Identically Distributed Random Variables, Linear Combination
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ETC2410 Week 5: Inference Sampling distributions of OLS estimators Hypothesis testing on a single population parameter Confidence intervals Testing single linear restrictions Testing a joint hypothesis of several restricti...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture Notes - Lecture 1: Econometric Model, Ceteris Paribus, Econometrics
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ETC2410 Week 1: Introduction What is econometrics? Predictive vs Prescriptive analytics Types of data Empirical analysis Using data to test a theory or estimate a relationship Ste...

Economics - ETC
ETC2410
Farshid
ETC2410 Lecture 3: Part 3
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Economics - ETC
ETC2410
Farshid
ETC2410 Lecture 4: Part 1
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Economics - ETC
ETC2410
Farshid
ETC2410 Lecture 7: Part 1
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Economics - ETC
ETC2410
Farshid
ETC2410 Lecture 6: Part 2
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Economics - ETC
ETC2410
Farshid
Permachart - Marketing Reference Guide: Net Asset Value, Mutual Fund, U.S. Securities And Exchange Commission

l e a r n • r e f e r e n c e • r e v i e w permacharts TM Mutual Funds WHAT IS A MUTUAL FUND? PURCHASING & REDEE...

Biology
BIOL2721
All Professors
Macroeconomics - Reference Guides

Take a look at the big picture. This chart covers national income accounting, inflation, consumption, economic growth, money supply, labor markets, monetary policy, international trade, supply side economics, and fiscal po...

Business and Political Economy Program
BPEP-UB 2
All Professors
Permachart - Marketing Reference Guide: Marginal Revenue, Profit Maximization, Marginal Cost

l e a r n • r e f e r e n c e • r e v i e w permacharts TM Microeconomics Microeconomics TYPES OF MARKETS ...

E-Business Marketing
ECN 102
All Professors
Permachart - Marketing Reference Guide: National Environmental Policy Act, Municipal Solid Waste, Criteria Air Contaminants

l e a r n • r e f e r e n c e • r e v i e w permacharts TM EEnvironmental Law ENVIRONMENTAL REGULATION NATIONAL ENVIRONMENTAL POL...

LAW
LAW 356
All Professors

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