Covers the basics of linear regression, OLS method, predicted values, residuals, matrix notation, goodness-of-fit, hypothesis testing, and confidence intervals.
Explores the application of Maximum Likelihood Estimation in binary choice models, covering probit and logit models, latent variable representation, and specification tests.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores heteroskedasticity in econometrics, discussing its impact on standard errors, alternative estimators, testing methods, and implications for hypothesis testing.
Covers the basics of linear regression in machine learning, exploring its applications in predicting outcomes like birth weight and analyzing relationships between variables.